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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Elbit Systems Ltd. (ESLT) - NASDAQ Next Earnings Date: OS Estimate: Nov. 24, 2026 BO
OS Projected Window: Nov. 23, 2026 to Nov. 28, 2026
EVR: 2.8
Avg Daily Volume: 74,358    Market Cap: 33.0B
Sector: Industrials    Short Interest: 0.48
Live Interactive Chart
Days to Next Earnings: 60 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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
Aug. 11, 2026 BO 2.6 $846.04 @$850.00 $68.80
($846.04)
8.09% -10.12% O -8.26% O $776.08 $80.00
( $776.08 )
16.28%
May 26, 2026 BO 2.5 $767.82 @$770.00 $85.50
($767.82)
11.1% 11.67% O 11.01% I $852.41 $94.25
( $852.41 )
10.23%
March 17, 2026 BO 2.0 $874.50 @$870.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 18, 2025 BO 2.0 $503.23 @$500.00
Aug. 13, 2025 BO 1.7 $437.18 @$440.00
May 20, 2025 BO 1.6 $405.40 @$410.00
March 18, 2025 BO 1.2 $369.26 @$370.00
Nov. 19, 2024 BO 1.1 $235.14 @$240.00
May 28, 2024 BO 1.1 $198.58 @$200.00
March 26, 2024 BO 1.3 $204.19 @$200.00

 
 
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