Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SL Green Realty Corp (SLG) - NYSE Next Earnings Date: OS Estimate: Jan. 27, 2027 AC
OS Projected Window: Jan. 25, 2027 to Jan. 30, 2027
EVR: 1.8
Avg Daily Volume: 973,055    Market Cap: 3.6B
Sector: Real Estate    Short Interest: 18.06
Live Interactive Chart
Days to Next Earnings: 89 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Oct. 21, 2026 AC 1.8 $46.68 @$47.50 $4.70
($46.68)
9.89% 6.49% I 5.37% I $49.19 $4.15
( $49.19 )
-11.7%
July 22, 2026 AC 1.7 $50.12 @$50.00 $5.38
($50.12)
10.76% 9.71% I 6.96% I $53.61 $5.80
( $53.61 )
7.81%
April 15, 2026 AC 1.7 $41.63 @$42.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 28, 2026 AC 1.8 $43.56 @$42.50
Oct. 15, 2025 AC 1.8 $57.14 @$57.50
July 16, 2025 AC 1.8 $63.91 @$65.00
April 16, 2025 AC 1.8 $52.31 @$52.50
Jan. 22, 2025 AC 1.9 $67.19 @$67.50
Oct. 16, 2024 AC 2.0 $72.69 @$72.50
July 18, 2024 AC 2.1 $60.80 @$60.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US