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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Elbit Systems Ltd. (ESLT) - NASDAQ Next Earnings Date: OS Estimate: Aug. 26, 2025 BO
OS Projected Window: Aug. 25, 2025 to Aug. 30, 2025
EVR: 1.7
Avg Daily Volume: 119,660    Market Cap: 18.6B
Sector: N/A    Short Interest: 0.25
Live Interactive Chart
Days to Next Earnings: 65 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 9
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
May 20, 2025 BO 1.6 $405.40 @$410.00 $37.00
($405.40)
9.02% 4.64% I 0.35% I $406.84 $32.85
( $406.84 )
-11.22%
March 18, 2025 BO 1.2 $369.26 @$370.00 $28.60
($369.26)
7.73% 12.28% O 10.63% O $408.53 $46.60
( $408.53 )
62.94%
Nov. 19, 2024 BO 1.1 $235.14 @$240.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 30, 2023 BO 1.1 $193.76 @$195.00
March 28, 2023 BO 1.0 $178.35 @$180.00

 
 
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