Optionslam.com

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

 
SLM Corporation (SLM) - NASDAQ Next Earnings Date: OS Estimate: July 22, 2026 AC
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 2.2
Avg Daily Volume: 3,084,021    Market Cap: 4.7B
Sector: Financial    Short Interest: 11.86
Live Interactive Chart
Days to Next Earnings: 63 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 73
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 23, 2026 AC 2.3 $23.42 @$23.00 $3.97
($23.42)
17.26% 5.16% I 1.75% I $23.83 $1.88
( $23.83 )
-52.64%
Jan. 22, 2026 AC 2.3 $26.70 @$27.00 $2.38
($26.70)
8.81% 9.85% O 3.44% I $27.62 $2.03
( $27.62 )
-14.71%
Oct. 23, 2025 AC 2.0 $26.73 @$27.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 24, 2025 AC 2.1 $32.01 @$32.00
April 24, 2025 AC 2.4 $28.14 @$28.00
Jan. 23, 2025 AC 2.3 $29.30 @$29.00
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

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