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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Elbit Systems Ltd. (ESLT) - NASDAQ Next Earnings Date: Estimated on Nov. 17, 2026
OS Projected Window: Nov. 23, 2026 to Nov. 28, 2026
EVR: 2.8
Avg Daily Volume: 100,595    Market Cap: 34.7B
Sector: Industrials    Short Interest: 0.51
Live Interactive Chart
Days to Next Earnings: 7 Days
Implied Move Weekly: 8.74%       Expires on: Nov. 20, 2026
Implied Move Monthly: 12.16%       Expires on: Dec. 18, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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. 17, 2026 BO None $0.00 @$740.00 $89.50
($740.17)
12.09% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 17, 2026 BO 2.0 $874.50 @$870.00
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

 
 
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