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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Hewlett Packard Enterprise Company (HPE) - NYSE Next Earnings Date: OS Estimate: Feb. 24, 2026 AC
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 3.4
Avg Daily Volume: 30,722,572    Market Cap: 30.9B
Sector: None    Short Interest: 3.35
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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
Dec. 4, 2025 AC 3.3 $22.90 @$23.00 $2.07
($22.90)
9.0% -9.99% O 1.87% I $23.33 $1.36
( $23.33 )
-34.3%
Sept. 3, 2025 AC 3.5 $22.82 @$23.00 $2.32
($22.82)
10.09% 5.95% I 1.48% I $23.16 $1.16
( $23.16 )
-50.0%
June 3, 2025 AC 3.4 $17.69 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 6, 2025 AC 3.1 $17.96 @$18.00
Dec. 5, 2024 AC 2.8 $21.65 @$21.50
Sept. 4, 2024 AC 2.7 $18.77 @$19.00
June 4, 2024 AC 2.2 $17.60 @$17.50
Feb. 29, 2024 AC 2.2 $15.23 @$15.00
Nov. 28, 2023 AC 1.9 $15.52 @$16.00
Aug. 29, 2023 AC 2.0 $16.84 @$17.00

 
 
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