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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Deere & Company (DE) - NYSE Next Earnings Date: May 16, 2024 BO
EVR: 2.3
Avg Daily Volume: 1,409,685    Market Cap: 106.76B
Sector: Industrial Goods    Short Interest: 0.92
Live Interactive Chart
Days to Next Earnings: 22 Days
Implied Move Weekly: 6.92%       Expires on: May 17, 2024
Implied Move Monthly: 9.05%       Expires on: June 21, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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 16, 2024 BO None $0.00 @$390.00 $35.58
($393.01)
9.05% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 15, 2024 BO 2.4 $384.78 @$380.00 $26.15
($384.78)
6.88% -6.23% I -5.22% I $364.66 $21.83
( $364.66 )
-16.52%
Nov. 22, 2023 BO 2.3 $382.65 @$382.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 23, 2022 BO 2.3 $416.56 @$415.00
Aug. 19, 2022 BO 2.3 $367.99 @$370.00
May 20, 2022 BO 2.1 $364.62 @$360.00
Feb. 18, 2022 BO 2.1 $380.53 @$380.00

 
 
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