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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Allison Transmission Holdings (ALSN) - NYSE Next Earnings Date: Estimated on Oct. 29, 2026
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 3.0
Avg Daily Volume: 1,069,839    Market Cap: 10.5B
Sector: Consumer Cyclical    Short Interest: 3.36
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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
Aug. 3, 2026 AC 3.0 $116.31 @$115.00 $10.35
($116.31)
9.0% 7.45% I 5.42% I $122.62 $11.42
( $122.62 )
10.34%
May 4, 2026 AC 3.3 $129.04 @$130.00 $9.20
($129.04)
7.08% -7.66% O -1.29% I $127.37 $5.45
( $127.37 )
-40.76%
Feb. 23, 2026 AC 3.4 $116.84 @$115.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 29, 2025 AC 3.4 $81.59 @$80.00
Aug. 4, 2025 AC 3.6 $88.00 @$90.00
May 1, 2025 AC 3.7 $93.39 @$95.00
Feb. 11, 2025 AC 3.3 $114.19 @$115.00
Oct. 29, 2024 AC 3.2 $100.15 @$100.00
July 25, 2024 AC 3.2 $84.41 @$85.00
April 25, 2024 AC 3.1 $80.26 @$80.00

 
 
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