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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ITT Inc. (ITT) - NYSE Next Earnings Date: OS Estimate: July 29, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 2.3
Avg Daily Volume: 896,699    Market Cap: 19.2B
Sector: Industrial Goods    Short Interest: 5.82
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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
May 6, 2026 BO 2.3 $212.69 @$210.00 $15.10
($212.69)
7.19% 5.91% I 1.85% I $216.63 $12.53
( $216.63 )
-17.02%
Feb. 5, 2026 BO 2.0 $185.15 @$185.00 $11.30
($185.15)
6.11% 11.1% O 9.12% O $202.05 $17.90
( $202.05 )
58.41%
Oct. 29, 2025 BO 1.7 $175.89 @$175.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2025 BO 1.7 $159.61 @$160.00
May 1, 2025 BO 1.8 $137.02 @$135.00
Feb. 6, 2025 BO 1.6 $149.52 @$150.00
Oct. 29, 2024 BO None $0.00 @$145.00
Aug. 1, 2024 BO None $0.00 @$140.00
May 2, 2024 BO 1.6 $129.28 @$130.00
Feb. 8, 2024 BO 1.5 $125.75 @$125.00

 
 
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