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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Talos Energy (TALO) - NYSE Next Earnings Date: OS Estimate: Nov. 4, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 3.3
Avg Daily Volume: 1,925,362    Market Cap: 2.9B
Sector: Energy    Short Interest: 5.51
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 34
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 AC 3.6 $14.27 @$15.00 $2.15
($14.27)
14.33% 4.27% I -0.63% I $14.18 $1.45
( $14.18 )
-32.56%
May 5, 2026 AC 3.9 $15.91 @$15.00 $1.83
($15.91)
12.2% -6.59% I -5.4% I $15.05 $0.95
( $15.05 )
-48.09%
Feb. 24, 2026 AC 3.7 $13.13 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 AC 4.0 $9.56 @$10.00
Aug. 6, 2025 AC 4.4 $7.79 @$7.50
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

 
 
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