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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Advanced Drainage Systems (WMS) - NYSE Next Earnings Date: OS Estimate: Feb. 4, 2027 BO
OS Projected Window: Feb. 1, 2027 to Feb. 6, 2027
EVR: 3.7
Avg Daily Volume: 807,592    Market Cap: 10.2B
Sector: Industrials    Short Interest: 4.45
Live Interactive Chart
Days to Next Earnings: 86 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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
Nov. 5, 2026 BO 3.5 $144.07 @$145.00 $14.40
($144.07)
9.93% -16.6% O -14.88% O $122.63 $21.60
( $122.63 )
50.0%
Aug. 6, 2026 BO 3.6 $149.59 @$150.00 $14.30
($149.59)
9.53% 4.83% I -0.76% I $148.45 $10.25
( $148.45 )
-28.32%
May 21, 2026 BO 3.8 $136.83 @$135.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 5, 2026 BO 4.1 $160.26 @$160.00
Nov. 6, 2025 BO 4.1 $134.73 @$135.00
Aug. 7, 2025 BO 3.7 $113.91 @$115.00
May 15, 2025 BO 3.7 $121.68 @$120.00
Feb. 6, 2025 BO 3.9 $116.01 @$115.00
Nov. 8, 2024 BO 3.6 $159.00 @$160.00
Aug. 8, 2024 BO 3.6 $148.99 @$150.00

 
 
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