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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Advanced Drainage Systems (WMS) - NYSE Next Earnings Date: OS Estimate: Feb. 5, 2026 BO
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 4.1
Avg Daily Volume: 625,025    Market Cap: 11.5B
Sector: None    Short Interest: 5.17
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
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. 6, 2025 BO 4.1 $134.73 @$135.00 $13.80
($134.73)
10.22% 13.74% O 8.79% I $146.58 $15.30
( $146.58 )
10.87%
Aug. 7, 2025 BO 3.7 $113.91 @$115.00 $11.65
($113.91)
10.13% 18.36% O 17.21% O $133.52 $18.85
( $133.52 )
61.8%
May 15, 2025 BO 3.7 $121.68 @$120.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 16, 2024 BO 3.8 $176.18 @$175.00
Feb. 8, 2024 BO 4.0 $138.08 @$140.00
Nov. 2, 2023 BO 4.0 $108.19 @$110.00
Aug. 3, 2023 BO 4.2 $124.97 @$125.00

 
 
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