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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sysco Corporation (SYY) - NYSE Next Earnings Date: OS Estimate: Nov. 3, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 1.9
Avg Daily Volume: 3,274,291    Market Cap: 39.9B
Sector: Consumer Defensive    Short Interest: 2.51
Live Interactive Chart
Days to Next Earnings: 46 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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. 4, 2026 BO 1.8 $84.98 @$85.00 $4.83
($84.98)
5.68% -5.35% I -2.57% I $82.79 $3.45
( $82.79 )
-28.57%
April 28, 2026 BO 1.9 $75.36 @$75.00 $4.05
($75.36)
5.4% -5.04% I -2.64% I $73.37 $3.58
( $73.37 )
-11.6%
Jan. 27, 2026 BO 1.6 $75.63 @$75.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 28, 2025 BO 1.6 $78.00 @$77.50
July 29, 2025 BO 1.6 $80.35 @$80.00
April 29, 2025 BO 1.8 $70.42 @$70.00
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

 
 
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