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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Dell Technologies Inc. Class C (DELL) - NYSE Next Earnings Date: OS Estimate: Nov. 26, 2026 AC
OS Projected Window: Nov. 23, 2026 to Nov. 28, 2026
EVR: 5.6
Avg Daily Volume: 9,053,404    Market Cap: 368.2B
Sector: Technology    Short Interest: 2.23
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
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
Sept. 1, 2026 AC 5.6 $425.00 @$425.00 $61.58
($425.00)
14.49% 17.17% O 15.81% O $492.20 $74.85
( $492.20 )
21.55%
May 28, 2026 AC 4.8 $317.05 @$315.00 $52.08
($317.05)
16.53% 35.35% O 32.75% O $420.91 $110.83
( $420.91 )
112.81%
Feb. 26, 2026 AC 4.2 $121.45 @$121.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 25, 2025 AC 4.4 $125.92 @$126.00
Aug. 28, 2025 AC 4.6 $134.05 @$134.00
May 29, 2025 AC 5.3 $113.63 @$114.00
Feb. 27, 2025 AC 5.4 $107.83 @$108.00
Nov. 26, 2024 AC 5.4 $141.74 @$142.00
Aug. 29, 2024 AC 5.5 $110.74 @$111.00
May 30, 2024 AC 4.8 $169.92 @$170.00

 
 
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