Optionslam.com

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

 
Cisco Systems (CSCO) - NASDAQ Next Earnings Date: May 13, 2026 AC
EVR: 2.4
Avg Daily Volume: 18,772,758    Market Cap: 361.4B
Sector: Technology    Short Interest: 1.47
Live Interactive Chart
Days to Next Earnings: 1 Days
Implied Move Weekly: 7.88%       Expires on: May 15, 2026
Implied Move Monthly: 11.13%       Expires on: June 18, 2026

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 77
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
May 13, 2026 AC None $0.00 @$100.00 $11.05
($99.29)
11.13% -None% -None% $0.00 $0.00
( N/A )
None%
Feb. 11, 2026 AC 2.1 $85.54 @$86.00 $5.57
($85.54)
6.48% -13.38% O -12.32% O $75.00 $10.87
( $75.00 )
95.15%
Nov. 12, 2025 AC 2.1 $73.96 @$74.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 14, 2024 AC 2.6 $50.28 @$50.00

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