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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
International Business Machines Corporation (IBM) - NYSE Next Earnings Date: July 22, 2026 AC
EVR: 3.2
Avg Daily Volume: 11,277,305    Market Cap: 234.1B
Sector: Technology    Short Interest: 3.25
Live Interactive Chart
Days to Next Earnings: 26 Days
Implied Move Weekly: 11.89%       Expires on: July 24, 2026
Implied Move Monthly: 15.17%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 75
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
July 22, 2026 AC None $0.00 @$270.00 $40.43
($271.63)
14.88% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 24, 2024 AC 2.1 $184.10 @$185.00

 
 
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