Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
John Wiley & Sons (WLY) - NYSE Next Earnings Date: OS Estimate: Oct. 1, 2026 BO
OS Projected Window: Sept. 28, 2026 to Oct. 3, 2026
EVR: 4.0
Avg Daily Volume: 455,364    Market Cap: 2.4B
Sector: None    Short Interest: 7.19
Live Interactive Chart
Days to Next Earnings: 97 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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
June 16, 2026 BO 4.2 $43.33 @$45.00 $5.30
($43.33)
11.78% -7.93% I 4.06% I $45.09 $3.35
( $45.09 )
-36.79%
March 5, 2026 BO 4.1 $30.45 @$30.00 $4.18
($30.45)
13.93% 14.38% O 14.05% O $34.73 $4.90
( $34.73 )
17.22%
Dec. 4, 2025 BO 4.2 $37.89 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 4, 2025 BO 4.2 $39.77 @$40.00
June 17, 2025 BO 4.0 $37.03 @$35.00
March 6, 2025 BO 3.8 $37.91 @$40.00
Dec. 5, 2024 BO 4.1 $49.47 @$50.00
March 7, 2024 BO 4.0 $33.12 @$35.00
Dec. 6, 2023 BO 4.5 $30.40 @$30.00
Sept. 7, 2023 BO 4.5 $35.00 @$35.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US