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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ASML Holding N.V. (ASML) - NASDAQ Next Earnings Date: OS Estimate: April 15, 2026 BO
OS Projected Window: April 13, 2026 to April 18, 2026
EVR: 2.6
Avg Daily Volume: 1,580,775    Market Cap: 396.0B
Sector: N/A    Short Interest: 0.35
Live Interactive Chart
Days to Next Earnings: 33 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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
Jan. 28, 2026 BO 2.7 $1,454.59 @$1,460.00 $142.30
($1,454.59)
9.75% -3.19% I -2.17% I $1,422.92 $123.20
( $1,422.92 )
-13.42%
Oct. 15, 2025 BO 2.9 $983.18 @$980.00 $118.15
($983.18)
12.06% 5.06% I 2.7% I $1,009.81 $105.65
( $1,009.81 )
-10.58%
July 16, 2025 BO 2.6 $823.02 @$820.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 16, 2025 BO 2.6 $683.16 @$680.00
Jan. 29, 2025 BO 2.5 $683.35 @$680.00
Oct. 16, 2024 BO 2.4 $730.43 @$730.00
July 17, 2024 BO 2.1 $1,068.19 @$1,070.00
April 17, 2024 BO 1.9 $976.92 @$980.00
Jan. 24, 2024 BO 1.7 $778.39 @$780.00
Oct. 18, 2023 BO 1.6 $608.63 @$610.00

 
 
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