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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Estee Lauder Companies (EL) - NYSE Next Earnings Date: OS Estimate: Feb. 4, 2026 BO
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 4.5
Avg Daily Volume: 3,569,917    Market Cap: 36.8B
Sector: Consumer Goods    Short Interest: 2.54
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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
Oct. 30, 2025 BO 4.5 $97.36 @$97.00 $12.40
($97.36)
12.78% -5.1% I 0.25% I $97.61 $8.57
( $97.61 )
-30.89%
Aug. 20, 2025 BO 4.8 $89.87 @$90.00 $12.75
($89.87)
14.17% -6.06% I -3.67% I $86.57 $8.14
( $86.57 )
-36.16%
May 1, 2025 BO 5.1 $59.96 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 4, 2025 BO 4.9 $82.77 @$83.00
Oct. 31, 2024 BO 4.0 $87.15 @$87.00
Aug. 19, 2024 BO 4.4 $94.97 @$95.00
May 1, 2024 BO 4.0 $146.71 @$147.00
Feb. 5, 2024 BO 3.6 $134.12 @$134.00
Nov. 1, 2023 BO 2.9 $128.87 @$130.00
Aug. 18, 2023 BO 3.0 $162.06 @$160.00

 
 
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