Optionslam.com

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

 
Deere & Company (DE) - NYSE Next Earnings Date: Aug. 19, 2022 BO
EVR: 2.3
Avg Daily Volume: 1,860,000    Market Cap: 96.38B
Sector: Industrial Goods    Short Interest: 0.87
Live Interactive Chart
Days to Next Earnings: 49 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
Earnings Date 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 20, 2022 BO $364.62 @$370.00 $37.52
($368.67)
10.18% -15.62% O -14.07% O $313.31 $0.00
( N/A )
None%
Feb. 18, 2022 BO $380.53 @$380.00 $19.20
($380.53)
5.05% -3.81% I -3.0% I $369.10 $11.55
( $369.10 )
-39.84%
Nov. 24, 2021 BO $349.28 @$350.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 20, 2021 BO $358.98 @$360.00
May 21, 2021 BO $355.22 @$355.00
Feb. 19, 2021 BO $300.25 @$300.00
Nov. 25, 2020 BO $261.51 @$262.50
Aug. 21, 2020 BO $191.10 @$190.00
May 22, 2020 BO $142.81 @$145.00
Feb. 21, 2020 BO $165.83 @$165.00

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