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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Wolfspeed (WOLF) - NYSE Next Earnings Date: OS Estimate: Aug. 19, 2026 AC
OS Projected Window: Aug. 17, 2026 to Aug. 22, 2026
EVR: 6.8
Avg Daily Volume: 4,926,998    Market Cap: 1.4B
Sector: None    Short Interest: 24.51
Live Interactive Chart
Days to Next Earnings: 99 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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
May 5, 2026 AC 6.6 $36.63 @$37.00 $8.90
($36.63)
24.05% 18.42% I 17.6% I $43.08 $7.63
( $43.08 )
-14.27%
Feb. 4, 2026 AC 6.7 $17.20 @$17.50 $3.94
($17.20)
22.51% -21.62% I -9.7% I $15.53 $3.05
( $15.53 )
-22.59%
Oct. 29, 2025 AC 6.6 $31.99 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 20, 2025 AC 7.4 $1.41 @$1.50
May 8, 2025 AC 6.8 $4.43 @$4.50
Jan. 29, 2025 AC 7.3 $6.00 @$6.00
Nov. 6, 2024 AC 6.9 $13.71 @$13.50
Aug. 21, 2024 AC 7.4 $13.51 @$13.50
May 1, 2024 AC 7.0 $26.11 @$26.00
Jan. 31, 2024 AC 7.6 $32.55 @$33.00

 
 
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