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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: Aug. 26, 2025 AC
OS Projected Window: Aug. 25, 2025 to Aug. 30, 2025
EVR: 4.6
Avg Daily Volume: 6,287,789    Market Cap: 66.9B
Sector: None    Short Interest: 2.87
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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 29, 2025 AC 5.3 $113.63 @$114.00 $12.68
($113.63)
11.12% -3.89% I -2.07% I $111.27 $8.75
( $111.27 )
-30.99%
Feb. 27, 2025 AC 5.4 $107.83 @$108.00 $13.75
($107.83)
12.73% -8.18% I -4.7% I $102.76 $10.54
( $102.76 )
-23.35%
Nov. 26, 2024 AC 5.4 $141.74 @$142.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 29, 2024 AC 5.5 $110.74 @$111.00
May 30, 2024 AC 4.8 $169.92 @$170.00
Feb. 29, 2024 AC 3.5 $94.66 @$95.00
Nov. 30, 2023 AC 3.5 $75.87 @$76.00
Aug. 31, 2023 AC 3.0 $56.24 @$56.00
June 1, 2023 AC 3.1 $45.46 @$45.00
March 2, 2023 AC 3.3 $40.17 @$40.00

 
 
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