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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Elbit Systems Ltd. (ESLT) - NASDAQ Next Earnings Date: OS Estimate: June 10, 2026 BO
OS Projected Window: June 8, 2026 to June 13, 2026
EVR: 2.5
Avg Daily Volume: 214,720    Market Cap: 40.9B
Sector: N/A    Short Interest: 0.33
Live Interactive Chart
Days to Next Earnings: 56 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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
March 17, 2026 BO 2.0 $874.50 @$870.00 $113.30
($874.50)
13.02% 16.18% O 15.98% O $1,014.33 $166.95
( $1,014.33 )
47.35%
Nov. 18, 2025 BO 2.0 $503.23 @$500.00 $50.30
($503.23)
10.06% 3.92% I 0.16% I $504.05 $40.55
( $504.05 )
-19.38%
Aug. 13, 2025 BO 1.7 $437.18 @$440.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 28, 2023 BO 1.3 $212.46 @$210.00
Aug. 15, 2023 BO 1.3 $205.84 @$210.00

 
 
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