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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Consolidated Edison (ED) - NYSE Next Earnings Date: OS Estimate: Feb. 18, 2027 AC
OS Projected Window: Feb. 15, 2027 to Feb. 20, 2027
EVR: 0.8
Avg Daily Volume: 2,402,734    Market Cap: 43.1B
Sector: Utilities    Short Interest: 3.34
Live Interactive Chart
Days to Next Earnings: 100 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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 AC 0.9 $121.44 @$120.00 $4.62
($121.44)
3.85% -2.42% I -2.37% I $118.56 $4.07
( $118.56 )
-11.9%
Aug. 6, 2026 AC 0.9 $108.95 @$110.00 $4.17
($108.95)
3.79% -2.19% I -0.89% I $107.98 $4.88
( $107.98 )
17.03%
May 7, 2026 AC 0.9 $106.39 @$105.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 19, 2026 AC 0.9 $111.92 @$110.00
Nov. 6, 2025 AC 0.9 $96.99 @$97.50
Aug. 7, 2025 AC 0.9 $105.00 @$105.00
May 1, 2025 AC 0.9 $112.56 @$115.00
Feb. 20, 2025 AC 0.9 $95.76 @$95.00
Nov. 7, 2024 AC 0.9 $97.58 @$97.50
Aug. 1, 2024 AC 0.7 $100.21 @$100.00

 
 
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