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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
TransAlta Corporation (TAC) - NYSE Next Earnings Date: OS Estimate: Nov. 5, 2025 BO
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 2.5
Avg Daily Volume: 1,220,377    Market Cap: 3.6B
Sector: Utilities    Short Interest: 2.98
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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. 1, 2025 BO 2.6 $12.05 @$12.00 $0.60
($12.05)
5.0% 5.06% O 2.65% I $12.37 $0.95
( $12.37 )
58.33%
May 7, 2025 BO 2.5 $9.06 @$9.00 $0.88
($9.06)
9.78% -7.17% I -5.96% I $8.52 $0.67
( $8.52 )
-23.86%
Feb. 20, 2025 BO 2.4 $10.56 @$11.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2024 BO 2.2 $10.29 @$10.00
Aug. 1, 2024 BO 2.1 $7.54 @$7.50
May 3, 2024 BO 2.0 $6.75 @$7.50
Feb. 23, 2024 BO 2.2 $6.99 @$7.50
Nov. 7, 2023 BO 2.2 $7.79 @$7.50
Aug. 4, 2023 BO 2.1 $9.96 @$10.00
May 5, 2023 BO 2.2 $9.18 @$10.00

 
 
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