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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Banco Santander (BSAC) - NYSE Next Earnings Date: Estimate: Jan. 31, 2025 BO
EVR: 0.9
Avg Daily Volume: 295,098    Market Cap: 9.39B
Sector: Financial    Short Interest: 0.46
Live Interactive Chart
Days to Next Earnings: 70 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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
April 30, 2024 BO 0.9 $18.48 @$17.50 $1.80
($18.48)
10.29% -2.75% I -2.7% I $17.98 $1.55
( $17.98 )
-13.89%
Feb. 2, 2024 BO 0.8 $19.06 @$20.00 $2.77
($19.06)
13.85% -3.25% I -1.25% I $18.82 $2.92
( $18.82 )
5.42%
Oct. 31, 2023 BO 0.9 $17.37 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2023 BO 0.9 $21.11 @$20.00
April 28, 2023 BO 1.0 $19.02 @$20.00
Feb. 3, 2023 BO 1.1 $16.98 @$17.50
Oct. 28, 2022 BO 1.2 $14.52 @$15.00
July 29, 2022 BO 1.2 $15.87 @$15.00
April 29, 2022 BO 1.3 $19.40 @$20.00
Feb. 3, 2022 BO 1.3 $19.79 @$20.00

 
 
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