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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Synchrony Financial (SYF) - NYSE Next Earnings Date: OS Estimate: July 21, 2026 BO
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 1.4
Avg Daily Volume: 3,965,823    Market Cap: 26.5B
Sector: Financial    Short Interest: 4.22
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
April 21, 2026 BO 1.5 $78.58 @$77.50 $6.65
($78.58)
8.58% -2.96% I -1.2% I $77.63 $5.70
( $77.63 )
-14.29%
Jan. 27, 2026 BO 1.5 $77.51 @$77.50 $6.03
($77.51)
7.78% -6.96% I -5.81% I $73.00 $6.25
( $73.00 )
3.65%
Oct. 15, 2025 BO 1.5 $72.84 @$72.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 22, 2025 BO 1.6 $69.44 @$70.00
April 22, 2025 BO 1.7 $47.23 @$47.00
Jan. 28, 2025 BO 1.7 $69.86 @$70.00
Oct. 16, 2024 BO 1.6 $53.29 @$55.00
July 17, 2024 BO 1.6 $51.71 @$50.00
April 24, 2024 BO 1.7 $42.86 @$43.00
Jan. 23, 2024 BO 1.8 $37.77 @$38.00

 
 
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