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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Equity Lifestyle Properties (ELS) - NYSE Next Earnings Date: OS Estimate: Oct. 20, 2026 AC
OS Projected Window: Oct. 19, 2026 to Oct. 24, 2026
EVR: 1.1
Avg Daily Volume: 1,570,705    Market Cap: 12.6B
Sector: Real Estate    Short Interest: 3.96
Live Interactive Chart
Days to Next Earnings: 72 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
July 22, 2026 AC 1.2 $65.48 @$65.00 $3.97
($65.48)
6.11% 1.75% I 0.83% I $66.03 $4.22
( $66.03 )
6.3%
April 21, 2026 AC 1.2 $65.01 @$65.00 $3.08
($65.01)
4.74% -4.24% I -3.36% I $62.82 $3.55
( $62.82 )
15.26%
Jan. 28, 2026 AC 1.3 $61.92 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 22, 2025 AC 1.1 $63.37 @$65.00
July 21, 2025 AC 1.2 $61.72 @$60.00
April 21, 2025 AC 1.2 $64.43 @$65.00
Jan. 27, 2025 AC 1.2 $69.32 @$70.00
Oct. 22, 2024 BO 1.3 $68.02 @$70.00
July 23, 2024 BO 1.3 $67.73 @$70.00
April 23, 2024 BO 1.4 $62.70 @$65.00

 
 
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