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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Intuitive Surgical (ISRG) - NASDAQ Next Earnings Date: OS Estimate: July 17, 2024 AC
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 2.8
Avg Daily Volume: 1,621,156    Market Cap: 137.65B
Sector: Healthcare    Short Interest: 1.01
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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 18, 2024 AC None $372.63 @$375.00 $31.95
($372.63)
8.52% 4.29% I -1.68% I $366.34 $22.85
( $366.34 )
-28.48%
Jan. 23, 2024 AC 3.0 $371.41 @$372.50 $25.80
($371.41)
6.93% 3.38% I -0.36% I $370.07 $17.95
( $370.07 )
-30.43%
Oct. 19, 2023 AC 3.0 $273.45 @$275.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 20, 2023 AC 3.2 $347.66 @$350.00
April 18, 2023 AC 2.9 $269.28 @$270.00
Jan. 24, 2023 AC 2.8 $257.98 @$257.50
Oct. 18, 2022 AC 2.4 $193.73 @$195.00
July 21, 2022 AC 2.2 $224.75 @$225.00
April 21, 2022 AC 1.9 $294.57 @$295.00
Jan. 20, 2022 AC 1.8 $292.73 @$295.00

 
 
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