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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Deere & Company (DE) - NYSE Next Earnings Date: May 15, 2025 BO
EVR: 2.4
Avg Daily Volume: 1,357,951    Market Cap: 116.7B
Sector: Industrial Goods    Short Interest: 1.7
Live Interactive Chart
Days to Next Earnings: 20 Days
Implied Move Weekly: 7.98%       Expires on: May 16, 2025
Implied Move Monthly: 10.74%       Expires on: June 20, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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 15, 2025 BO None $0.00 @$460.00 $49.90
($464.51)
10.74% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 13, 2025 BO 2.4 $476.56 @$477.50 $24.60
($476.56)
5.15% -5.31% O -2.16% I $466.22 $15.29
( $466.22 )
-37.85%
Nov. 21, 2024 BO 2.3 $404.96 @$405.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 15, 2024 BO 2.3 $351.28 @$350.00
May 16, 2024 BO 2.3 $414.02 @$410.00
Feb. 15, 2024 BO 2.4 $384.78 @$380.00
Nov. 22, 2023 BO 2.3 $382.65 @$382.50
Aug. 18, 2023 BO 2.4 $419.16 @$420.00
May 19, 2023 BO 2.4 $370.52 @$370.00
Feb. 17, 2023 BO 2.4 $402.96 @$400.00

 
 
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