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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Thomson Reuters Corp (TRI) - NASDAQ Next Earnings Date: OS Estimate: Aug. 5, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 2.2
Avg Daily Volume: 2,032,653    Market Cap: 41.4B
Sector: Services    Short Interest: 1.31
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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 5, 2026 BO 2.1 $95.75 @$95.00 $8.80
($94.41)
9.32% 7.2% I -0.3% I $95.46 $0.00
( N/A )
None%
Feb. 5, 2026 BO 1.9 $92.12 @$95.00 $9.20
($93.56)
9.68% -9.12% I -5.61% I $86.95 $10.12
( $88.31 )
10.0%
Nov. 4, 2025 BO 1.9 $155.72 @$155.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2025 BO 1.6 $199.82 @$200.00
May 1, 2025 BO 1.7 $185.98 @$185.00
Feb. 6, 2025 BO 1.6 $169.23 @$170.00
Aug. 1, 2024 BO 1.6 $161.92 @$160.00
May 2, 2024 BO 1.5 $151.48 @$150.00
Feb. 8, 2024 BO 1.5 $149.09 @$150.00
Nov. 1, 2023 BO 1.6 $119.88 @$120.00

 
 
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