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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Wendy's Company (WEN) - NASDAQ Next Earnings Date: OS Estimate: May 6, 2026 BO
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 2.1
Avg Daily Volume: 9,738,284    Market Cap: 1.7B
Sector: Consumer Services    Short Interest: 12.17
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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
Feb. 13, 2026 BO 1.9 $7.27 @$7.50 $0.75
($7.27)
10.0% 9.07% I 2.88% I $7.48 $0.17
( $7.48 )
-77.33%
Nov. 7, 2025 BO 1.5 $8.83 @$9.00 $1.00
($8.83)
11.11% 14.6% O 1.58% I $8.97 $0.62
( $8.97 )
-38.0%
Aug. 8, 2025 BO 1.5 $9.96 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 2, 2025 BO 1.6 $12.49 @$12.00
Feb. 13, 2025 BO 1.6 $14.22 @$14.00
Oct. 31, 2024 BO 1.6 $20.31 @$20.00
Aug. 1, 2024 BO 1.7 $16.93 @$17.00
May 2, 2024 BO 1.7 $19.62 @$20.00
Feb. 15, 2024 BO 1.8 $19.28 @$19.00
Nov. 2, 2023 BO 1.9 $18.99 @$19.00

 
 
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