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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Deluxe Corporation (DLX) - NYSE Next Earnings Date: OS Estimate: May 7, 2026 AC
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 5.0
Avg Daily Volume: 511,034    Market Cap: 929.1M
Sector: Services    Short Interest: 6.33
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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
Jan. 28, 2026 AC 4.8 $23.90 @$25.00 $3.45
($23.90)
13.8% 14.05% O 13.47% I $27.12 $2.72
( $27.12 )
-21.16%
Nov. 5, 2025 AC 4.2 $18.19 @$17.50 $1.70
($18.19)
9.71% 23.14% O 14.07% O $20.75 $3.70
( $20.75 )
117.65%
Aug. 6, 2025 AC 3.6 $16.03 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 30, 2025 AC 3.4 $14.60 @$15.00
Feb. 5, 2025 AC 3.0 $22.58 @$22.50
Nov. 6, 2024 AC 2.8 $20.70 @$20.00
May 2, 2024 BO 2.6 $19.89 @$20.00
Feb. 1, 2024 BO 2.6 $18.91 @$20.00
Nov. 2, 2023 BO 2.4 $16.19 @$15.00
Aug. 3, 2023 BO 2.5 $18.61 @$17.50

 
 
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