Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cisco Systems (CSCO) - NASDAQ Next Earnings Date: OS Estimate: Nov. 11, 2026 AC
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 3.1
Avg Daily Volume: 18,181,121    Market Cap: 442.1B
Sector: Technology    Short Interest: 1.41
Live Interactive Chart
Days to Next Earnings: 58 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 78
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. 12, 2026 AC 2.9 $123.88 @$124.00 $11.85
($123.88)
9.56% -10.0% O -8.4% I $113.47 $11.43
( $113.47 )
-3.54%
May 13, 2026 AC 2.4 $101.87 @$100.00 $12.07
($101.87)
12.07% 17.16% O 13.4% O $115.53 $17.43
( $115.53 )
44.41%
Feb. 11, 2026 AC 2.1 $85.54 @$86.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 12, 2025 AC 2.1 $73.96 @$74.00
Aug. 13, 2025 AC 2.2 $70.40 @$70.00
May 14, 2025 AC 2.2 $61.29 @$62.50
Feb. 12, 2025 AC 2.3 $62.53 @$62.50
Nov. 13, 2024 AC 2.5 $59.18 @$60.00
Aug. 14, 2024 AC 2.4 $45.44 @$45.00
May 15, 2024 AC 2.5 $49.67 @$50.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US