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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Allison Transmission Holdings (ALSN) - NYSE Next Earnings Date: OS Estimate: April 29, 2026 AC
OS Projected Window: April 27, 2026 to May 2, 2026
EVR: 3.3
Avg Daily Volume: 946,228    Market Cap: 6.8B
Sector: Consumer Goods    Short Interest: 3.22
Live Interactive Chart
Days to Next Earnings: 56 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
Feb. 23, 2026 AC 3.4 $116.84 @$115.00 $11.35
($116.84)
9.87% 7.54% I 4.4% I $121.99 $11.03
( $121.99 )
-2.82%
Oct. 29, 2025 AC 3.4 $81.59 @$80.00 $7.18
($81.59)
8.97% -6.83% I 2.43% I $83.58 $6.85
( $83.58 )
-4.6%
Aug. 4, 2025 AC 3.6 $88.00 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 13, 2024 AC 2.7 $61.54 @$60.00
Oct. 25, 2023 AC 2.5 $57.20 @$55.00

 
 
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