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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Donaldson Company (DCI) - NYSE Next Earnings Date: OS Estimate: Sept. 2, 2026 BO
OS Projected Window: Aug. 31, 2026 to Sept. 5, 2026
EVR: 2.8
Avg Daily Volume: 858,398    Market Cap: 9.9B
Sector: Industrial Goods    Short Interest: 3.23
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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
June 2, 2026 BO 2.9 $81.79 @$80.00 $6.30
($81.79)
7.88% 5.5% I 4.7% I $85.64 $5.95
( $85.64 )
-5.56%
Feb. 26, 2026 BO 2.4 $104.42 @$105.00 $7.28
($104.42)
6.93% -17.59% O -11.73% O $92.17 $12.55
( $92.17 )
72.39%
Dec. 4, 2025 BO 2.3 $87.60 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 27, 2025 BO 2.2 $75.63 @$75.00
June 3, 2025 BO 2.1 $69.17 @$70.00
Feb. 27, 2025 BO 2.0 $69.25 @$70.00
Dec. 3, 2024 BO 1.8 $78.07 @$80.00
Aug. 28, 2024 BO 1.8 $74.42 @$75.00
June 4, 2024 BO 1.6 $71.95 @$70.00
Feb. 28, 2024 BO 1.6 $67.14 @$65.00

 
 
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