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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ACNB Corporation (ACNB) - NASDAQ Next Earnings Date: OS Estimate: Jan. 21, 2027 BO
OS Projected Window: Jan. 18, 2027 to Jan. 23, 2027
EVR: 1.1
Avg Daily Volume: 60,459    Market Cap: 665.3M
Sector: Financial Services    Short Interest: 5.5
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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
Oct. 22, 2026 BO 1.1 $63.64 @$65.00 $5.40
($63.64)
8.31% 3.8% I 2.74% I $65.39 $5.75
( $65.39 )
6.48%
July 23, 2026 BO 1.0 $60.53 @$60.00 $5.50
($60.53)
9.17% 3.86% I 3.84% I $62.86 $3.45
( $62.86 )
-37.27%
April 23, 2026 AC 1.0 $50.48 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 22, 2026 AC 0.9 $50.85 @$50.00
Oct. 23, 2025 BO 0.9 $44.39 @$45.00
Jan. 23, 2025 AC 0.9 $39.37 @$40.00
Oct. 25, 2024 AC 0.9 $42.00 @$40.00
Oct. 24, 2024 BO 1.0 $43.47 @$45.00
July 25, 2024 AC 1.0 $38.80 @$40.00
April 25, 2024 BO 0.9 $33.98 @$35.00

 
 
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