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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Kellanova (K) - NYSE Next Earnings Date: OS Estimate: Feb. 5, 2026 BO
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 0.9
Avg Daily Volume: 2,211,810    Market Cap: 29.0B
Sector: Consumer Goods    Short Interest: 3.54
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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. 30, 2025 BO 1.2 $83.02 @$82.50 $1.12
($83.02)
1.36% 0.15% I 0.13% I $83.13 $0.85
( $83.13 )
-24.11%
July 31, 2025 BO 1.4 $79.80 @$80.00 $1.02
($79.80)
1.27% -0.3% I 0.03% I $79.83 $0.88
( $79.83 )
-13.73%
May 1, 2025 BO 1.6 $82.77 @$82.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2025 BO 1.8 $81.86 @$82.00
Oct. 31, 2024 BO 1.9 $80.85 @$81.00
Aug. 1, 2024 BO 1.8 $58.15 @$57.50
May 2, 2024 BO 1.5 $56.98 @$57.50
Feb. 8, 2024 BO 1.5 $53.69 @$52.50
Nov. 8, 2023 BO 1.4 $50.90 @$50.00
Aug. 3, 2023 BO 1.5 $66.64 @$67.50

 
 
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