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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Transportadora de Gas del Sur SA TGS (TGS) - NYSE Next Earnings Date: OS Estimate: March 2, 2027 AC
OS Projected Window: March 1, 2027 to March 6, 2027
EVR: 2.1
Avg Daily Volume: 235,280    Market Cap: 3.6B
Sector: Energy    Short Interest: 0.15
Live Interactive Chart
Days to Next Earnings: 118 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 33
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
Oct. 29, 2026 AC 2.0 $25.02 @$25.00 $2.50
($25.02)
10.0% -8.07% I -5.39% I $23.67 $2.40
( $23.67 )
-4.0%
Aug. 3, 2026 AC 2.0 $31.10 @$30.00 $2.73
($31.10)
9.1% -4.75% I -3.4% I $30.04 $1.60
( $30.04 )
-41.39%
May 5, 2026 AC 1.9 $29.77 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2026 AC 1.8 $29.62 @$30.00
Nov. 3, 2025 AC 1.8 $30.50 @$30.00
Aug. 5, 2025 AC 1.8 $29.11 @$30.00
May 8, 2025 AC 1.8 $26.76 @$25.00
Feb. 27, 2025 AC 1.7 $24.82 @$25.00
May 6, 2024 AC 1.7 $19.61 @$20.00
March 4, 2024 AC 1.7 $13.62 @$12.50

 
 
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