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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Walt Disney Company (DIS) - NYSE Next Earnings Date: OS Estimate: Aug. 6, 2025 BO
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 3.1
Avg Daily Volume: 11,128,682    Market Cap: 191.5B
Sector: Services    Short Interest: 1.26
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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
May 7, 2025 BO 3.0 $92.17 @$92.00 $6.90
($92.17)
7.5% 12.08% O 10.76% O $102.09 $10.32
( $102.09 )
49.57%
Feb. 5, 2025 BO 3.1 $113.30 @$113.00 $8.10
($113.30)
7.17% 4.66% I -2.43% I $110.54 $4.42
( $110.54 )
-45.43%
Nov. 14, 2024 BO 3.0 $102.72 @$105.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 10, 2023 AC 2.5 $101.14 @$101.00
Feb. 8, 2023 AC 2.5 $111.78 @$112.00

 
 
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