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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Krispy Kreme (DNUT) - NASDAQ Next Earnings Date: OS Estimate: Feb. 17, 2027 BO
OS Projected Window: Feb. 15, 2027 to Feb. 20, 2027
EVR: 7.4
Avg Daily Volume: 3,859,686    Market Cap: 564.6M
Sector: Consumer Defensive    Short Interest: 10.89
Live Interactive Chart
Days to Next Earnings: 99 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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. 5, 2026 BO 6.3 $3.52 @$3.50 $0.58
($3.52)
16.57% 42.89% O 30.68% O $4.60 $1.15
( $4.60 )
98.28%
Aug. 6, 2026 BO 6.7 $3.10 @$3.00 $0.45
($3.10)
15.0% 7.09% I 4.19% I $3.23 $0.35
( $3.23 )
-22.22%
May 7, 2026 BO 6.9 $3.68 @$3.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 26, 2026 BO 5.8 $2.99 @$3.00
Nov. 6, 2025 BO 5.5 $3.77 @$4.00
Aug. 7, 2025 BO 5.2 $3.42 @$3.50
May 8, 2025 BO 4.3 $4.33 @$5.00
Feb. 25, 2025 BO 3.5 $9.13 @$10.00
Nov. 7, 2024 BO 3.7 $12.42 @$12.50
Aug. 8, 2024 BO 3.2 $9.20 @$10.00

 
 
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