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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sysco Corporation (SYY) - NYSE Next Earnings Date: Estimated on Oct. 28, 2025
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 1.6
Avg Daily Volume: 2,928,649    Market Cap: 39.0B
Sector: Services    Short Interest: 2.89
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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
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 $3.62
($70.42)
5.17% -3.43% I -0.25% I $70.24 $3.08
( $70.24 )
-14.92%
Jan. 28, 2025 BO 1.7 $76.86 @$77.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 2, 2023 BO 2.0 $76.82 @$77.00

 
 
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