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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Diageo plc (DEO) - NYSE Next Earnings Date: OS Estimate: July 29, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.7
Avg Daily Volume: 2,160,373    Market Cap: 55.2B
Sector: Consumer Goods    Short Interest: 0.45
Live Interactive Chart
Days to Next Earnings: 127 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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. 25, 2026 BO 1.1 $102.14 @$100.00 $8.28
($102.14)
8.28% -16.23% O -15.65% O $86.15 $13.92
( $86.15 )
68.12%
Aug. 5, 2025 BO 1.1 $98.17 @$100.00 $5.57
($98.17)
5.57% 4.55% I 3.59% I $101.70 $4.20
( $101.70 )
-24.6%
Feb. 4, 2025 BO 1.2 $116.93 @$115.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 30, 2024 BO 1.1 $131.57 @$130.00
Jan. 30, 2024 BO 1.1 $144.52 @$145.00
Aug. 1, 2023 BO 1.3 $175.94 @$175.00
Jan. 26, 2023 BO 1.3 $184.36 @$185.00
July 28, 2022 BO 1.3 $185.58 @$185.00
Jan. 27, 2022 BO 1.3 $198.11 @$200.00
July 29, 2021 BO 1.4 $195.21 @$195.00

 
 
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