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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Diageo plc (DEO) - NYSE Next Earnings Date: N/A
EVR: 1.8
Avg Daily Volume: 1,207,771    Market Cap: 53.6B
Sector: Consumer Defensive    Short Interest: 0.72
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 25
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. 6, 2026 BO 1.7 $88.43 @$90.00 $6.82
($88.43)
7.58% 6.53% I 4.94% I $92.80 $5.35
( $92.80 )
-21.55%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 4, 2025 BO 1.2 $116.93 @$115.00
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

 
 
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