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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Estee Lauder Companies (EL) - NYSE Next Earnings Date: Nov. 2, 2026 BO
EVR: 4.8
Avg Daily Volume: 3,049,165    Market Cap: 39.3B
Sector: Consumer Defensive    Short Interest: 1.84
Live Interactive Chart
Days to Next Earnings: 4 Days
Implied Move Weekly: 9.47%       Expires on: Nov. 6, 2026
Implied Move Monthly: 11.07%       Expires on: Nov. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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. 2, 2026 BO None $0.00 @$109.00 $12.05
($108.81)
11.07% -None% -None% $0.00 $0.00
( N/A )
None%
Aug. 19, 2026 BO 4.4 $84.27 @$85.00 $10.45
($84.27)
12.29% 18.45% O 16.3% O $98.01 $14.45
( $98.01 )
38.28%
May 1, 2026 BO 4.7 $76.71 @$77.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 5, 2026 BO 4.5 $119.61 @$120.00
Oct. 30, 2025 BO 4.5 $97.36 @$97.00
Aug. 20, 2025 BO 4.8 $89.87 @$90.00
May 1, 2025 BO 5.1 $59.96 @$60.00
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

 
 
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