Optionslam.com

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

 
DuPont de Nemours (DD) - NYSE Next Earnings Date: OS Estimate: July 29, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 2.2
Avg Daily Volume: 3,412,679    Market Cap: 18.7B
Sector: Basic Materials    Short Interest: 2.5
Live Interactive Chart
Days to Next Earnings: 78 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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 5, 2026 BO 2.1 $45.41 @$45.00 $2.80
($45.41)
6.22% 10.46% O 8.43% O $49.24 $4.58
( $49.24 )
63.57%
Feb. 10, 2026 BO 2.2 $47.10 @$47.50 $3.20
($47.10)
6.74% 5.22% I 4.94% I $49.43 $2.62
( $49.43 )
-18.12%
Nov. 6, 2025 BO 2.4 $39.63 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2025 BO 2.4 $70.91 @$71.00
May 2, 2025 BO 2.5 $66.05 @$66.00
Feb. 11, 2025 BO 2.5 $76.26 @$76.00
Nov. 5, 2024 BO 2.4 $81.85 @$82.00
July 31, 2024 BO 2.4 $80.41 @$80.00
May 1, 2024 BO 2.2 $72.50 @$72.50
Feb. 6, 2024 BO 2.2 $61.21 @$61.00

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