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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
STMicroelectronics N.V. (STM) - NYSE Next Earnings Date: OS Estimate: July 23, 2026 BO
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 3.5
Avg Daily Volume: 13,292,297    Market Cap: 70.4B
Sector: Technology    Short Interest: 1.39
Live Interactive Chart
Days to Next Earnings: 29 Days
Implied Move Weekly: 20.71%       Expires on: July 24, 2026
Implied Move Monthly: 26.92%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
July 23, 2026 BO None $0.00 @$70.00 $19.10
($71.84)
26.59% -None% -None% $0.00 $0.00
( N/A )
None%
April 23, 2026 BO 3.3 $44.86 @$45.00 $6.10
($44.86)
13.56% 14.57% O 10.81% I $49.71 $6.90
( $49.71 )
13.11%
Jan. 29, 2026 BO 3.2 $30.33 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 23, 2025 BO 3.0 $29.12 @$29.00
July 24, 2025 BO 2.4 $31.77 @$32.00
April 24, 2025 BO 2.3 $21.78 @$22.00
Jan. 30, 2025 BO 2.1 $24.74 @$25.00
Oct. 31, 2024 BO 2.3 $27.55 @$28.00
July 25, 2024 BO 1.9 $39.54 @$40.00
April 25, 2024 BO 2.2 $42.14 @$42.00

 
 
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