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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
International Business Machines Corporation (IBM) - NYSE Next Earnings Date: OS Estimate: Jan. 27, 2027 AC
OS Projected Window: Jan. 25, 2027 to Jan. 30, 2027
EVR: 2.9
Avg Daily Volume: 5,372,158    Market Cap: 243.7B
Sector: Technology    Short Interest: 2.11
Live Interactive Chart
Days to Next Earnings: 78 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 76
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
Oct. 21, 2026 AC 3.1 $251.46 @$252.50 $25.57
($251.46)
10.13% -4.55% I 0.25% I $252.11 $20.15
( $252.11 )
-21.2%
July 22, 2026 AC 3.2 $205.77 @$205.00 $24.12
($205.77)
11.77% -3.19% I 0.42% I $206.65 $19.90
( $206.65 )
-17.5%
April 22, 2026 AC 3.1 $251.86 @$252.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 28, 2026 AC 3.0 $294.16 @$295.00
Oct. 22, 2025 AC 2.8 $287.51 @$287.50
July 23, 2025 AC 2.7 $282.01 @$282.50
April 23, 2025 AC 2.8 $245.48 @$245.00
Jan. 29, 2025 AC 2.4 $228.63 @$227.50
Oct. 23, 2024 AC 2.4 $232.75 @$232.50
July 24, 2024 AC 2.3 $184.02 @$185.00

 
 
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