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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Denny's Corporation (DENN) - NASDAQ Next Earnings Date: OS Estimate: July 29, 2025 AC
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 4.1
Avg Daily Volume: 765,052    Market Cap: 229.1M
Sector: Consumer Services    Short Interest: 8.06
Live Interactive Chart
Days to Next Earnings: 49 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
May 5, 2025 AC 4.1 $3.79 @$5.00 $1.25
($3.79)
25.0% 5.8% I 3.16% I $3.91 $1.10
( $3.91 )
-12.0%
Feb. 12, 2025 BO 3.5 $6.72 @$7.50 $0.90
($6.72)
12.0% -23.95% O -23.8% O $5.12 $2.40
( $5.12 )
166.67%
Oct. 22, 2024 BO 3.2 $6.64 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 30, 2024 AC 3.0 $7.65 @$7.50
Feb. 13, 2024 AC 2.8 $9.91 @$10.00
Oct. 30, 2023 AC 3.1 $8.65 @$7.50
Aug. 1, 2023 AC 3.0 $11.45 @$12.50
May 2, 2023 AC 3.1 $11.21 @$10.00
Feb. 13, 2023 AC 3.2 $12.14 @$12.50
Nov. 1, 2022 AC 3.2 $11.22 @$10.00

 
 
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