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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SL Green Realty Corp (SLG) - NYSE Next Earnings Date: OS Estimate: July 22, 2026 AC
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 1.7
Avg Daily Volume: 1,247,021    Market Cap: 3.1B
Sector: Financial    Short Interest: 15.84
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
April 15, 2026 AC 1.7 $41.63 @$42.50 $5.15
($41.63)
12.12% -4.61% I -1.96% I $40.81 $4.82
( $40.81 )
-6.41%
Jan. 28, 2026 AC 1.8 $43.56 @$42.50 $3.97
($43.56)
9.34% 3.3% I 2.24% I $44.54 $4.38
( $44.54 )
10.33%
Oct. 15, 2025 AC 1.8 $57.14 @$57.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 17, 2024 AC 2.0 $49.67 @$50.00
Jan. 24, 2024 AC 2.0 $45.61 @$45.00

 
 
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