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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sasol Ltd. (SSL) - NYSE Next Earnings Date: OS Estimate: July 29, 2025 BO
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 1.7
Avg Daily Volume: 1,370,935    Market Cap: 2.7B
Sector: Basic Materials    Short Interest: 0.98
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 23
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. 24, 2025 BO 1.7 $4.64 @$5.00 $0.75
($4.64)
15.0% 4.52% I 3.44% I $4.80 $0.60
( $4.80 )
-20.0%
Aug. 20, 2024 BO 1.6 $7.56 @$7.50 $0.80
($7.56)
10.67% -5.82% I -4.36% I $7.23 $0.83
( $7.23 )
3.75%
Feb. 26, 2024 BO 1.5 $7.70 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 23, 2023 BO 1.5 $12.59 @$12.50
Feb. 21, 2023 BO 1.3 $16.35 @$17.50
Aug. 23, 2022 BO 1.3 $19.74 @$20.00
Feb. 21, 2022 BO 1.1 $21.75 @$22.50
Aug. 16, 2021 BO 1.0 $14.58 @$15.00
Feb. 22, 2021 BO None $0.00 @$15.00
Aug. 17, 2020 BO 0.8 $8.41 @$7.50

 
 
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