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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Eaton Corporation (ETN) - NYSE Next Earnings Date: OS Estimate: July 28, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 2.2
Avg Daily Volume: 2,587,072    Market Cap: 168.0B
Sector: Industrial Goods    Short Interest: 2.05
Live Interactive Chart
Days to Next Earnings: 77 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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 5, 2026 BO 2.0 $422.44 @$422.50 $30.25
($422.44)
7.16% -8.09% O -2.74% I $410.86 $24.05
( $410.86 )
-20.5%
Feb. 3, 2026 BO 2.1 $359.44 @$360.00 $25.35
($359.44)
7.04% 4.57% I 0.85% I $362.53 $22.65
( $362.53 )
-10.65%
Nov. 4, 2025 BO 1.9 $386.57 @$387.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 30, 2024 BO 1.6 $326.51 @$330.00
Feb. 1, 2024 BO 1.4 $246.08 @$250.00

 
 
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