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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Donnelley Financial Solutions (DFIN) - NYSE Next Earnings Date: OS Estimate: Sept. 16, 2026 BO
OS Projected Window: Sept. 14, 2026 to Sept. 19, 2026
EVR: 5.0
Avg Daily Volume: 272,088    Market Cap: 1.2B
Sector: Technology    Short Interest: 4.62
Live Interactive Chart
Days to Next Earnings: 80 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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
July 30, 2026 BO 4.7 $51.39 @$50.00 $6.85
($51.39)
13.7% -18.87% O -8.48% I $47.03 $4.33
( $47.03 )
-36.79%
May 5, 2026 BO 4.7 $50.63 @$50.00 $5.55
($50.63)
11.1% -19.96% O -15.6% O $42.73 $9.00
( $42.73 )
62.16%
Feb. 17, 2026 BO 4.7 $39.12 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 29, 2025 BO 4.6 $51.70 @$50.00
July 31, 2025 BO 4.1 $63.86 @$65.00
April 30, 2025 BO 4.2 $46.39 @$45.00
Feb. 18, 2025 BO 3.4 $65.85 @$65.00
May 1, 2024 BO 3.7 $62.78 @$65.00
Feb. 20, 2024 BO 3.9 $61.40 @$60.00
Nov. 1, 2023 BO 4.4 $54.43 @$55.00

 
 
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