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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bio (TECH) - NASDAQ Next Earnings Date: OS Estimate: Aug. 5, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 4.0
Avg Daily Volume: 2,561,696    Market Cap: 8.5B
Sector: None    Short Interest: 8.95
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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 6, 2026 BO 3.5 $56.68 @$55.00 $5.93
($56.68)
10.78% -20.39% O -16.35% O $47.41 $8.80
( $47.41 )
48.4%
Feb. 4, 2026 BO 3.5 $64.63 @$65.00 $7.50
($64.63)
11.54% 8.18% I 6.25% I $68.67 $5.62
( $68.67 )
-25.07%
Nov. 5, 2025 BO 3.4 $61.10 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2025 BO 3.3 $54.64 @$55.00
May 7, 2025 BO 3.3 $47.72 @$50.00
Feb. 5, 2025 BO 3.3 $72.55 @$75.00
Oct. 30, 2024 BO 3.0 $70.74 @$70.00
Aug. 7, 2024 BO 2.8 $78.42 @$80.00
May 1, 2024 BO 2.2 $63.21 @$65.00
Feb. 1, 2024 BO 2.3 $70.32 @$70.00

 
 
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