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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Walt Disney Company (DIS) - NYSE Next Earnings Date: OS Estimate: Feb. 4, 2026 BO
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 3.0
Avg Daily Volume: 11,155,460    Market Cap: 199.1B
Sector: Services    Short Interest: 1.06
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 73
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
Nov. 13, 2025 BO 2.9 $116.65 @$117.00 $8.62
($116.65)
7.37% -10.06% O -7.74% O $107.61 $9.43
( $107.61 )
9.4%
Aug. 6, 2025 BO 3.1 $118.32 @$118.00 $8.03
($118.32)
6.81% -5.17% I -2.66% I $115.17 $4.10
( $115.17 )
-48.94%
May 7, 2025 BO 3.0 $92.17 @$92.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 5, 2025 BO 3.1 $113.30 @$113.00
Nov. 14, 2024 BO 3.0 $102.72 @$105.00
Aug. 7, 2024 BO 3.1 $89.97 @$90.00
May 7, 2024 BO 2.9 $116.47 @$116.00
Feb. 7, 2024 AC 2.7 $99.14 @$99.00
Nov. 8, 2023 AC 2.6 $84.50 @$84.00
Aug. 9, 2023 AC 2.7 $87.49 @$87.00

 
 
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