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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
DBA Sempra (SRE) - NYSE Next Earnings Date: Estimated on Nov. 5, 2025
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 2.0
Avg Daily Volume: 3,723,466    Market Cap: 53.9B
Sector: Utilities    Short Interest: 1.62
Live Interactive Chart
Days to Next Earnings: 50 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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
Aug. 7, 2025 BO 1.9 $81.15 @$80.00 $3.80
($81.15)
4.75% 2.57% I 1.77% I $82.59 $3.42
( $82.59 )
-10.0%
May 8, 2025 BO 1.9 $75.86 @$75.00 $4.12
($75.86)
5.49% 2.26% I -0.11% I $75.77 $2.48
( $75.77 )
-39.81%
Feb. 25, 2025 BO 1.1 $87.18 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 3, 2023 BO 1.0 $146.87 @$145.00
May 4, 2023 BO 1.1 $152.62 @$155.00

 
 
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