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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Eaton Corporation (ETN) - NYSE Next Earnings Date: OS Estimate: Feb. 3, 2027 BO
OS Projected Window: Feb. 1, 2027 to Feb. 6, 2027
EVR: 2.4
Avg Daily Volume: 2,845,966    Market Cap: 143.7B
Sector: Industrials    Short Interest: 1.94
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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. 3, 2026 BO 2.3 $366.07 @$365.00 $34.90
($366.07)
9.56% 8.07% I 7.0% I $391.70 $39.00
( $391.70 )
11.75%
July 31, 2026 BO 2.2 $386.89 @$387.50 $37.65
($386.89)
9.72% 8.55% I 7.31% I $415.20 $40.95
( $415.20 )
8.76%
May 5, 2026 BO 2.0 $422.44 @$422.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 3, 2026 BO 2.1 $359.44 @$360.00
Nov. 4, 2025 BO 1.9 $386.57 @$387.50
Aug. 5, 2025 BO 1.7 $384.76 @$385.00
May 2, 2025 BO 1.7 $301.66 @$302.50
Jan. 31, 2025 BO 1.7 $327.10 @$325.00
Oct. 31, 2024 BO 1.7 $342.81 @$340.00
Aug. 1, 2024 BO 1.6 $304.79 @$300.00

 
 
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