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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SLM Corporation (SLM) - NASDAQ Next Earnings Date: OS Estimate: Oct. 22, 2025 AC
OS Projected Window: Oct. 20, 2025 to Oct. 25, 2025
EVR: 2.0
Avg Daily Volume: 2,070,299    Market Cap: 6.5B
Sector: Financial    Short Interest: 4.21
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Days to Next Earnings: 50 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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
July 24, 2025 AC 2.1 $32.01 @$32.00 $2.38
($32.01)
7.44% -5.06% I 2.28% I $32.74 $2.00
( $32.74 )
-15.97%
April 24, 2025 AC 2.4 $28.14 @$28.00 $2.48
($28.14)
8.86% -1.95% I -1.38% I $27.75 $1.50
( $27.75 )
-39.52%
Jan. 23, 2025 AC 2.3 $29.30 @$29.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 23, 2024 AC 2.4 $22.80 @$23.00
July 24, 2024 AC 2.5 $23.64 @$24.00
April 24, 2024 AC 2.7 $22.10 @$22.00
Jan. 24, 2024 AC 2.8 $19.20 @$19.00
Oct. 25, 2023 AC 3.0 $12.99 @$13.00
July 26, 2023 AC 3.0 $16.26 @$16.00
April 26, 2023 AC 3.0 $14.66 @$15.00

 
 
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