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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
International Business Machines Corporation (IBM) - NYSE Next Earnings Date: OS Estimate: July 22, 2026 AC
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 3.2
Avg Daily Volume: 5,970,403    Market Cap: 217.6B
Sector: Technology    Short Interest: 2.36
Live Interactive Chart
Days to Next Earnings: 71 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 74
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
April 22, 2026 AC 3.1 $251.86 @$252.50 $24.77
($251.86)
9.81% -11.96% O -8.25% I $231.08 $25.21
( $231.08 )
1.78%
Jan. 28, 2026 AC 3.0 $294.16 @$295.00 $26.48
($294.16)
8.98% 8.75% I 5.12% I $309.24 $20.73
( $309.24 )
-21.71%
Oct. 22, 2025 AC 2.8 $287.51 @$287.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 24, 2024 AC 2.1 $184.10 @$185.00
Jan. 24, 2024 AC 1.9 $173.93 @$175.00

 
 
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