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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Wayfair Inc. (W) - NYSE Next Earnings Date: OS Estimate: Nov. 5, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 5.5
Avg Daily Volume: 3,561,415    Market Cap: 14.1B
Sector: Consumer Cyclical    Short Interest: 11.17
Live Interactive Chart
Days to Next Earnings: 78 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
Aug. 4, 2026 BO 4.9 $89.31 @$89.00 $13.78
($89.31)
15.48% 32.47% O 29.97% O $116.08 $27.09
( $116.08 )
96.59%
April 30, 2026 BO 5.0 $73.27 @$74.00 $12.10
($73.27)
16.35% -12.85% I -12.74% I $63.93 $10.73
( $63.93 )
-11.32%
Feb. 19, 2026 BO 5.0 $91.48 @$92.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 28, 2025 BO 4.6 $86.45 @$86.00
Aug. 4, 2025 BO 4.7 $65.22 @$65.00
May 1, 2025 BO 5.3 $30.16 @$30.00
Feb. 20, 2025 BO 5.4 $46.33 @$47.50
Nov. 1, 2024 BO 5.6 $42.83 @$43.00
Aug. 1, 2024 BO 6.0 $54.43 @$54.00
May 2, 2024 BO 6.0 $50.53 @$51.00

 
 
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