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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
AutoZone (AZO) - NYSE Next Earnings Date: OS Estimate: Dec. 8, 2026 BO
OS Projected Window: Dec. 7, 2026 to Dec. 12, 2026
EVR: 2.1
Avg Daily Volume: 306,482    Market Cap: 52.3B
Sector: Consumer Cyclical    Short Interest: 3.24
Live Interactive Chart
Days to Next Earnings: 46 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 76
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
Sept. 22, 2026 BO 2.1 $2,803.25 @$2,800.00 $270.55
($2,803.25)
9.66% 6.99% I 3.26% I $2,894.73 $197.90
( $2,894.73 )
-26.85%
May 26, 2026 BO 1.7 $3,406.50 @$3,400.00 $268.40
($3,406.50)
7.89% -11.9% O -8.99% O $3,100.11 $373.40
( $3,100.11 )
39.12%
March 3, 2026 BO 1.5 $3,882.47 @$3,900.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 9, 2025 BO 1.4 $3,766.96 @$3,770.00
Sept. 23, 2025 BO 1.5 $4,121.00 @$4,120.00
May 27, 2025 BO 1.5 $3,826.46 @$3,850.00
March 4, 2025 BO 1.6 $3,477.76 @$3,500.00
Dec. 10, 2024 BO 1.7 $3,324.01 @$3,300.00
May 21, 2024 BO 1.7 $2,924.04 @$2,920.00
Feb. 27, 2024 BO 1.6 $2,770.46 @$2,770.00

 
 
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