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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Telefonica SA (TEF) - NYSE Next Earnings Date: OS Estimate: Feb. 26, 2026 BO
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 1.2
Avg Daily Volume: 767,093    Market Cap: 23.6B
Sector: Technology    Short Interest: 0.07
Live Interactive Chart
Days to Next Earnings: 107 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
Nov. 4, 2025 BO 0.8 $4.89 @$5.00 $1.75
($4.89)
35.0% -13.9% I -13.49% I $4.23 $0.48
( $4.23 )
-72.57%
July 30, 2025 BO 0.8 $5.28 @$5.00 $0.57
($5.28)
11.4% -1.89% I -1.89% I $5.18 $0.40
( $5.18 )
-29.82%
May 14, 2025 BO 0.8 $4.87 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2025 BO 0.9 $4.44 @$5.00
Nov. 7, 2024 BO 1.0 $4.50 @$5.00
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

 
 
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