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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Tandem Diabetes Care (TNDM) - NASDAQ Next Earnings Date: OS Estimate: Aug. 5, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 8.5
Avg Daily Volume: 2,611,185    Market Cap: 1.4B
Sector: Healthcare    Short Interest: 12.83
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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 7, 2026 AC 8.8 $18.47 @$18.00 $4.10
($18.47)
22.78% -16.4% I -16.18% I $15.48 $2.38
( $15.48 )
-41.95%
Feb. 19, 2026 AC 7.5 $18.52 @$19.00 $3.75
($18.52)
19.74% 41.52% O 32.66% O $24.57 $6.40
( $24.57 )
70.67%
Nov. 6, 2025 AC 7.4 $13.33 @$13.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2025 AC 7.0 $14.39 @$14.00
April 30, 2025 AC 6.8 $16.85 @$17.00
Feb. 26, 2025 AC 6.0 $33.59 @$34.00
Nov. 6, 2024 AC 6.2 $34.24 @$34.00
Aug. 1, 2024 AC 5.8 $35.21 @$35.00
May 2, 2024 AC 4.9 $36.56 @$37.50
Feb. 21, 2024 AC 4.9 $22.55 @$22.50

 
 
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