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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Denny's Corporation (DENN) - NASDAQ Next Earnings Date: Estimated on Oct. 21, 2025
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 3.9
Avg Daily Volume: 689,491    Market Cap: 237.4M
Sector: Consumer Services    Short Interest: 8.25
Live Interactive Chart
Days to Next Earnings: 36 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
Aug. 4, 2025 AC 4.1 $3.64 @$2.50 $0.88
($3.64)
35.2% -7.69% I -2.74% I $3.54 $1.10
( $3.54 )
25.0%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 22, 2024 BO 3.2 $6.64 @$7.50
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

 
 
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