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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tilly's (TLYS) - NYSE Next Earnings Date: OS Estimate: Sept. 3, 2026 AC
OS Projected Window: Aug. 31, 2026 to Sept. 5, 2026
EVR: 8.7
Avg Daily Volume: 413,610    Market Cap: 120.1M
Sector: Services    Short Interest: 2.24
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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
June 3, 2026 AC 8.1 $4.44 @$5.00 $1.35
($4.44)
27.0% 32.88% O 18.69% I $5.27 $0.90
( $5.27 )
-33.33%
March 11, 2026 AC 5.9 $1.63 @$2.50 $0.93
($1.63)
37.2% 67.48% O 47.23% O $2.40 $0.68
( $2.40 )
-26.88%
Dec. 3, 2025 AC 6.0 $1.80 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 3, 2025 AC 5.5 $2.03 @$2.50
June 4, 2025 AC 4.5 $1.30 @$2.50
March 12, 2025 AC 3.6 $3.30 @$2.50
Dec. 5, 2024 AC 3.6 $4.38 @$5.00
June 6, 2024 AC 3.7 $5.80 @$5.00
March 14, 2024 AC 3.9 $7.20 @$7.50
Nov. 30, 2023 AC 4.1 $8.27 @$7.50

 
 
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