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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sysco Corporation (SYY) - NYSE Next Earnings Date: Estimated on Jan. 27, 2026
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 1.6
Avg Daily Volume: 3,240,208    Market Cap: 36.0B
Sector: Services    Short Interest: 2.26
Live Interactive Chart
Days to Next Earnings: 39 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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
Oct. 28, 2025 BO 1.6 $78.00 @$77.50 $4.03
($78.00)
5.2% -3.84% I -2.7% I $75.89 $3.20
( $75.89 )
-20.6%
July 29, 2025 BO 1.6 $80.35 @$80.00 $3.73
($80.35)
4.66% -5.67% O -2.45% I $78.38 $2.70
( $78.38 )
-27.61%
April 29, 2025 BO 1.8 $70.42 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 28, 2025 BO 1.7 $76.86 @$77.50
Oct. 29, 2024 BO 1.7 $75.10 @$75.00
July 30, 2024 BO 1.8 $73.26 @$75.00
April 30, 2024 BO 1.8 $77.22 @$75.00
Jan. 30, 2024 BO 1.7 $75.17 @$75.00
Oct. 31, 2023 BO 1.8 $65.54 @$65.00
Aug. 1, 2023 BO 2.0 $76.31 @$75.00

 
 
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