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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Southern Company (SO) - NYSE Next Earnings Date: OS Estimate: July 30, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.0
Avg Daily Volume: 5,054,795    Market Cap: 109.6B
Sector: Utilities    Short Interest: 3.36
Live Interactive Chart
Days to Next Earnings: 70 Days

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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 30, 2026 BO 1.0 $93.51 @$94.00 $3.85
($93.51)
4.1% 3.42% I 3.41% I $96.70 $4.00
( $96.70 )
3.9%
Feb. 19, 2026 BO 0.9 $91.04 @$90.00 $4.40
($91.04)
4.89% 5.07% O 4.4% I $95.05 $6.60
( $95.05 )
50.0%
Oct. 30, 2025 BO 0.9 $93.51 @$94.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2025 BO 1.0 $94.90 @$95.00
May 1, 2025 BO 1.0 $91.89 @$92.00
Feb. 20, 2025 BO 1.0 $86.48 @$87.50
Oct. 31, 2024 BO 1.0 $89.36 @$89.00
Aug. 1, 2024 BO 0.9 $83.52 @$84.00
May 2, 2024 BO 0.9 $74.52 @$75.00
Feb. 15, 2024 BO 0.8 $67.81 @$67.50

 
 
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