Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sasol Ltd. (SSL) - NYSE Next Earnings Date: OS Estimate: Feb. 8, 2027 BO
OS Projected Window: Feb. 8, 2027 to Feb. 13, 2027
EVR: 1.8
Avg Daily Volume: 1,729,275    Market Cap: 8.9B
Sector: Basic Materials    Short Interest: 0.88
Live Interactive Chart
Days to Next Earnings: 136 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 26
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
Sept. 1, 2026 BO 1.9 $12.02 @$12.50 $1.20
($12.02)
9.6% 3.91% I 3.57% I $12.45 $1.32
( $12.45 )
10.0%
Feb. 23, 2026 BO 2.0 $8.74 @$7.50 $1.77
($8.74)
23.6% -1.6% I 0.34% I $8.77 $1.62
( $8.77 )
-8.47%
Aug. 25, 2025 BO 1.7 $6.29 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 24, 2025 BO 1.6 $4.64 @$5.00
Aug. 20, 2024 BO 1.5 $7.56 @$7.50
Feb. 26, 2024 BO 1.5 $7.70 @$7.50
Aug. 23, 2023 BO 1.4 $12.59 @$12.50
Feb. 21, 2023 BO 1.2 $16.35 @$17.50
Aug. 23, 2022 BO 1.3 $19.74 @$20.00
Feb. 21, 2022 BO 1.1 $21.75 @$22.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US