Optionslam.com

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

 
So (SY) - NASDAQ Next Earnings Date: OS Estimate: April 1, 2026 BO
OS Projected Window: March 30, 2026 to April 4, 2026
EVR: 3.5
Avg Daily Volume: 1,095,738    Market Cap: 449.4M
Sector: Technology    Short Interest: 0.61
Live Interactive Chart
Days to Next Earnings: 110 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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
Nov. 17, 2025 BO 3.5 $3.67 @$2.50 $0.85
($3.67)
34.0% -9.26% I -8.44% I $3.36 $2.90
( $3.36 )
241.18%
Aug. 15, 2025 BO 2.8 $4.84 @$5.00 $1.45
($4.84)
29.0% -24.17% I -22.72% I $3.74 $1.62
( $3.74 )
11.72%
May 16, 2025 BO 2.7 $0.81 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 28, 2025 BO 2.6 $0.95 @$2.50
Nov. 20, 2024 BO 2.6 $0.89 @$2.50
Aug. 23, 2024 BO 2.7 $0.88 @$2.50
May 28, 2024 BO 2.7 $1.04 @$2.50
March 20, 2024 BO 3.4 $1.04 @$2.50
Nov. 17, 2022 BO 3.4 $0.61 @$2.50
Aug. 16, 2022 BO 3.6 $0.92 @$2.50

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