Optionslam.com

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

 
Warby Parker Inc. (WRBY) - NYSE Next Earnings Date: OS Estimate: Aug. 5, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 6.0
Avg Daily Volume: 2,497,919    Market Cap: 2.4B
Sector: None    Short Interest: 10.45
Live Interactive Chart
Days to Next Earnings: 85 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
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 7, 2026 BO 5.1 $22.03 @$22.00 $3.48
($22.03)
15.82% 31.41% O 23.46% O $27.20 $5.20
( $27.20 )
49.43%
Feb. 26, 2026 BO 4.5 $21.77 @$22.00 $4.05
($21.77)
18.41% 25.53% O 17.82% I $25.65 $5.00
( $25.65 )
23.46%
Nov. 6, 2025 BO 4.3 $19.05 @$19.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2025 BO 4.3 $24.30 @$24.00
May 8, 2025 BO 4.6 $16.16 @$15.00
Feb. 27, 2025 BO 5.1 $23.76 @$25.00
Nov. 7, 2024 BO 5.7 $18.97 @$20.00
Aug. 8, 2024 BO 5.8 $14.06 @$15.00
May 9, 2024 BO 5.4 $12.44 @$12.50
Feb. 28, 2024 BO 5.6 $15.04 @$15.00

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