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: April 22, 2026 AC
OS Projected Window: April 20, 2026 to April 25, 2026
EVR: 1.7
Avg Daily Volume: 1,359,456    Market Cap: 3.7B
Sector: Financial    Short Interest: 8.83
Live Interactive Chart
Days to Next Earnings: 61 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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
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 $6.20
($57.14)
10.78% -6.31% I -5.79% I $53.83 $7.20
( $53.83 )
16.13%
July 16, 2025 AC 1.8 $63.91 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 18, 2023 AC 1.7 $35.33 @$35.00

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