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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: May 30, 2024 AC
OS Projected Window: May 27, 2024 to June 1, 2024
EVR: 4.8
Avg Daily Volume: 8,308,896    Market Cap: 75.58B
Sector: None    Short Interest: 3.13
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
Feb. 29, 2024 AC 3.5 $94.66 @$95.00 $10.75
($94.66)
11.32% 38.45% O 31.61% O $124.59 $29.77
( $124.59 )
176.93%
Nov. 30, 2023 AC 3.5 $75.87 @$76.00 $6.05
($75.87)
7.96% -9.71% O -5.19% I $71.93 $4.65
( $71.93 )
-23.14%
Aug. 31, 2023 AC 3.0 $56.24 @$56.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 1, 2023 AC 3.1 $45.46 @$45.00
March 2, 2023 AC 3.3 $40.17 @$40.00
Nov. 21, 2022 AC 3.3 $41.07 @$40.00
Aug. 25, 2022 AC 3.1 $47.90 @$47.50
May 26, 2022 AC 2.7 $43.93 @$45.00
Feb. 24, 2022 AC 2.4 $55.84 @$55.00
Nov. 23, 2021 AC 2.4 $54.67 @$55.00

 
 
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