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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CrowdStrike Holdings (CRWD) - NASDAQ Next Earnings Date: OS Estimate: June 3, 2026 AC
OS Projected Window: June 1, 2026 to June 6, 2026
EVR: 3.1
Avg Daily Volume: 4,221,909    Market Cap: 93.7B
Sector: Technology    Short Interest: 2.72
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Days to Next Earnings: 60 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 28
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
March 3, 2026 AC 3.3 $391.42 @$392.50 $43.95
($391.42)
11.2% 4.34% I 4.15% I $407.68 $36.55
( $407.68 )
-16.84%
Dec. 2, 2025 AC 3.6 $516.55 @$515.00 $48.12
($516.55)
9.34% -5.85% I 1.47% I $524.17 $36.10
( $524.17 )
-24.98%
Aug. 27, 2025 AC 3.8 $422.61 @$422.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 3, 2025 AC 4.0 $488.76 @$490.00
March 4, 2025 AC 4.2 $390.16 @$390.00
Nov. 26, 2024 AC 4.2 $364.30 @$365.00
Aug. 28, 2024 AC 4.2 $264.20 @$265.00
June 4, 2024 AC 4.1 $305.58 @$305.00
March 5, 2024 AC 3.6 $297.56 @$297.50
Nov. 28, 2023 AC 3.6 $212.35 @$212.50

 
 
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