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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Elbit Systems Ltd. (ESLT) - NASDAQ Next Earnings Date: Estimated on May 28, 2024
EVR: 1.2
Avg Daily Volume: 21,012    Market Cap: 9.48B
Sector: N/A    Short Interest: 0.55
Live Interactive Chart
Days to Next Earnings: 33 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 2
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. 15, 2023 BO 1.3 $205.84 @$210.00 $15.00
($209.18)
7.17% -1.78% I -0.82% I $204.15 $0.00
( N/A )
None%
May 30, 2023 BO 1.0 $193.76 @$195.00 $10.50
($193.76)
5.38% 10.07% O 6.07% O $205.54 $13.50
( $205.54 )
28.57%

 
 
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