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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
S&P Global Inc. (SPGI) - NYSE Next Earnings Date: Estimated on July 31, 2025
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 1.7
Avg Daily Volume: 1,147,740    Market Cap: 161.1B
Sector: None    Short Interest: 0.82
Live Interactive Chart
Days to Next Earnings: 51 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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 29, 2025 BO 1.7 $479.37 @$480.00 $25.50
($479.37)
5.31% 3.42% I 2.58% I $491.76 $22.80
( $491.76 )
-10.59%
Feb. 11, 2025 BO 1.7 $515.30 @$515.00 $20.50
($515.30)
3.98% 5.18% O 4.89% O $540.51 $28.45
( $540.51 )
38.78%
Oct. 24, 2024 BO 1.8 $510.92 @$510.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 30, 2024 BO 1.9 $489.83 @$490.00
April 25, 2024 BO 1.8 $413.28 @$412.50
Feb. 8, 2024 BO 1.7 $459.72 @$460.00
Nov. 2, 2023 BO 1.5 $351.40 @$352.50
July 27, 2023 BO 1.3 $428.41 @$430.00
April 27, 2023 BO 1.2 $340.07 @$340.00
Feb. 9, 2023 BO 1.2 $365.85 @$365.00

 
 
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