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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Deere & Company (DE) - NYSE Next Earnings Date: May 21, 2026 BO
EVR: 2.6
Avg Daily Volume: 1,084,251    Market Cap: 159.3B
Sector: Industrial Goods    Short Interest: 1.7
Live Interactive Chart
Days to Next Earnings: 9 Days
Implied Move Weekly: 7.03%       Expires on: May 22, 2026
Implied Move Monthly: 9.72%       Expires on: June 18, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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 21, 2026 BO None $0.00 @$570.00 $55.85
($574.84)
9.72% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 14, 2025 BO 2.3 $513.54 @$510.00
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

 
 
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