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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Banco Santander (SAN) - NYSE Next Earnings Date: N/A
EVR: 1.6
Avg Daily Volume: 3,056,423    Market Cap: 66.00B
Sector: Financial    Short Interest: None
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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
July 24, 2024 BO 1.7 $4.94 @$5.00 $0.25
($4.94)
5.0% 3.23% I 2.22% I $5.05 $0.22
( $5.05 )
-12.0%
April 30, 2024 BO 1.6 $5.04 @$5.00 $0.23
($5.04)
4.6% -4.76% O -4.76% O $4.80 $0.25
( $4.80 )
8.7%
Jan. 31, 2024 BO 1.7 $3.96 @$4.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 25, 2023 BO 1.9 $3.52 @$4.00
July 26, 2023 BO 1.8 $3.87 @$4.00
April 25, 2023 BO 1.7 $3.86 @$4.00
Feb. 2, 2023 BO 1.6 $3.51 @$4.00
July 28, 2022 BO 1.6 $2.52 @$3.00
April 26, 2022 BO 1.2 $3.33 @$3.00
Feb. 2, 2022 BO 1.4 $3.62 @$4.00

 
 
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