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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Deere & Company (DE) - NYSE Next Earnings Date: Estimated on Feb. 12, 2026
OS Projected Window: Feb. 16, 2026 to Feb. 21, 2026
EVR: 2.4
Avg Daily Volume: 1,671,685    Market Cap: 126.5B
Sector: Industrial Goods    Short Interest: 1.49
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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
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 $42.67
($513.54)
8.37% -8.38% O -6.75% I $478.84 $36.12
( $478.84 )
-15.35%
May 15, 2025 BO 2.4 $497.50 @$500.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 18, 2023 BO 2.4 $419.16 @$420.00

 
 
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