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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Keurig Dr Pepper Inc. (KDP) - NASDAQ Next Earnings Date: OS Estimate: July 29, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 2.1
Avg Daily Volume: 11,600,550    Market Cap: 39.7B
Sector: None    Short Interest: 4.58
Live Interactive Chart
Days to Next Earnings: 72 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 32
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 23, 2026 BO 2.0 $26.54 @$27.00 $1.97
($26.54)
7.3% 8.32% O 7.49% O $28.53 $2.00
( $28.53 )
1.52%
Feb. 24, 2026 BO 1.9 $29.77 @$30.00 $1.70
($29.77)
5.67% 5.81% O 4.23% I $31.03 $2.00
( $31.03 )
17.65%
Oct. 27, 2025 BO 1.7 $27.16 @$27.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 24, 2025 BO 1.8 $33.50 @$33.00
April 24, 2025 BO 1.8 $35.19 @$35.00
Feb. 25, 2025 BO 1.8 $34.12 @$34.00
Oct. 24, 2024 BO 1.8 $36.70 @$37.00
July 25, 2024 BO 1.7 $32.77 @$33.00
April 25, 2024 BO 1.6 $32.34 @$32.00
Feb. 22, 2024 BO 1.5 $31.60 @$32.00

 
 
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