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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
DBA Sempra (SRE) - NYSE Next Earnings Date: Estimated on May 7, 2026
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 1.9
Avg Daily Volume: 3,728,786    Market Cap: 60.5B
Sector: Utilities    Short Interest: 1.73
Live Interactive Chart
Days to Next Earnings: 50 Days

DMH Warning: This company sometimes reports During Market Hours
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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
Feb. 26, 2026 BO 2.0 $94.50 @$95.00 $5.62
($94.50)
5.92% 3.12% I 0.74% I $95.20 $4.78
( $95.20 )
-14.95%
Nov. 5, 2025 BO 2.0 $92.48 @$90.00 $4.88
($92.48)
5.42% 2.45% I -0.09% I $92.39 $5.02
( $92.39 )
2.87%
Aug. 7, 2025 BO 1.9 $81.15 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2025 BO 1.9 $75.86 @$75.00
Feb. 25, 2025 BO 1.1 $87.18 @$85.00
Nov. 6, 2024 BO 0.9 $82.25 @$80.00
Aug. 6, 2024 BO 0.9 $78.70 @$80.00
May 7, 2024 BO 0.9 $72.71 @$75.00
Feb. 27, 2024 BO 1.0 $70.91 @$70.00
Nov. 3, 2023 BO 1.0 $72.08 @$70.00

 
 
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