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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Talos Energy (TALO) - NYSE Next Earnings Date: Estimated on May 4, 2026
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 3.9
Avg Daily Volume: 2,329,560    Market Cap: 2.2B
Sector: None    Short Interest: 5.81
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 32
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
Feb. 24, 2026 AC 3.7 $13.13 @$12.50 $1.83
($13.13)
14.64% -15.0% O -13.7% I $11.33 $1.48
( $11.33 )
-19.13%
Nov. 5, 2025 AC 4.0 $9.56 @$10.00 $1.05
($9.56)
10.5% 4.7% I 2.3% I $9.78 $1.05
( $9.78 )
0.0%
Aug. 6, 2025 AC 4.4 $7.79 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 5, 2025 AC 3.8 $7.07 @$7.50
Feb. 26, 2025 AC 3.6 $8.68 @$7.50
Nov. 11, 2024 AC 3.6 $11.77 @$12.50
Aug. 7, 2024 AC 3.4 $10.31 @$10.00
May 6, 2024 AC 3.4 $13.35 @$12.50
Feb. 28, 2024 AC 3.5 $13.00 @$12.50
Nov. 6, 2023 AC 3.5 $14.62 @$15.00

 
 
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