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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Talos Energy (TALO) - NYSE Next Earnings Date: OS Estimate: Aug. 6, 2025 AC
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 4.4
Avg Daily Volume: 2,293,016    Market Cap: 1.7B
Sector: None    Short Interest: 6.75
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 29
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
May 5, 2025 AC 3.8 $7.07 @$7.50 $0.88
($7.07)
11.73% 21.64% O 4.38% I $7.38 $0.57
( $7.38 )
-35.23%
Feb. 26, 2025 AC 3.6 $8.68 @$7.50 $1.32
($8.68)
17.6% 14.97% I 5.29% I $9.14 $1.70
( $9.14 )
28.79%
Nov. 11, 2024 AC 3.6 $11.77 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 8, 2023 AC 3.6 $16.50 @$17.50
May 8, 2023 AC 3.1 $13.16 @$12.50
Feb. 28, 2023 AC 2.9 $17.81 @$17.50

 
 
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