Optionslam.com

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

 
Deere & Company (DE) - NYSE Next Earnings Date: OS Estimate: May 22, 2026 BO
OS Projected Window: May 18, 2026 to May 23, 2026
EVR: 2.6
Avg Daily Volume: 1,800,171    Market Cap: 126.5B
Sector: Industrial Goods    Short Interest: 1.49
Live Interactive Chart
Days to Next Earnings: 58 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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
Feb. 19, 2026 BO 2.4 $593.27 @$590.00 $50.88
($593.27)
8.62% 13.63% O 11.58% O $662.00 $81.82
( $662.00 )
60.81%
Nov. 26, 2025 BO 2.4 $498.13 @$497.50 $35.72
($498.13)
7.18% -5.76% I -5.67% I $469.87 $31.02
( $469.87 )
-13.16%
Aug. 14, 2025 BO 2.3 $513.54 @$510.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 15, 2025 BO 2.4 $497.50 @$500.00
Feb. 13, 2025 BO 2.4 $476.56 @$477.50
Nov. 21, 2024 BO 2.3 $404.96 @$405.00
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

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