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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Telefonica SA (TEF) - NYSE Next Earnings Date: Estimated on July 30, 2025
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 0.8
Avg Daily Volume: 650,272    Market Cap: 23.8B
Sector: Technology    Short Interest: 0.14
Live Interactive Chart
Days to Next Earnings: 50 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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 14, 2025 BO 0.8 $4.87 @$5.00 $0.35
($4.87)
7.0% -3.28% I -2.05% I $4.77 $0.33
( $4.77 )
-5.71%
Feb. 27, 2025 BO 0.9 $4.44 @$5.00 $0.68
($4.44)
13.6% -0.67% I 0.22% I $4.45 $0.72
( $4.45 )
5.88%
Nov. 7, 2024 BO 1.0 $4.50 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2024 BO 1.1 $4.56 @$5.00
May 9, 2024 BO 1.1 $4.44 @$5.00
Feb. 22, 2024 BO 1.2 $3.99 @$5.00
Nov. 8, 2023 BO 1.4 $3.91 @$5.00
July 27, 2023 BO 1.4 $4.20 @$5.00
May 11, 2023 BO 1.2 $4.40 @$5.00
Feb. 23, 2023 BO 1.4 $4.03 @$5.00

 
 
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