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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Wayfair Inc. (W) - NYSE Next Earnings Date: OS Estimate: Oct. 30, 2025 BO
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 4.6
Avg Daily Volume: 5,161,527    Market Cap: 7.3B
Sector: Services    Short Interest: 8.44
Live Interactive Chart
Days to Next Earnings: 64 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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, 2025 BO 4.7 $65.22 @$65.00 $9.30
($65.22)
14.31% 13.14% I 12.66% I $73.48 $9.99
( $73.48 )
7.42%
May 1, 2025 BO 5.3 $30.16 @$30.00 $5.57
($30.16)
18.57% 8.55% I 3.54% I $31.23 $3.93
( $31.23 )
-29.44%
Feb. 20, 2025 BO 5.4 $46.33 @$47.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 22, 2024 BO 6.0 $48.78 @$49.00
Nov. 1, 2023 BO 6.1 $42.61 @$42.50
Aug. 3, 2023 BO 5.8 $72.89 @$73.00
May 4, 2023 BO 5.9 $31.29 @$31.50

 
 
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