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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
So (SY) - NASDAQ Next Earnings Date: OS Estimate: Nov. 26, 2025 BO
OS Projected Window: Nov. 24, 2025 to Nov. 29, 2025
EVR: 3.5
Avg Daily Volume: 1,639,120    Market Cap: 389.5M
Sector: Technology    Short Interest: 0.86
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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. 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 $1.80
($0.81)
72.0% 11.11% I 1.23% I $0.82 $2.10
( $0.82 )
16.67%
March 28, 2025 BO 2.6 $0.95 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 28, 2022 BO 4.1 $1.42 @$2.50

 
 
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