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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
KLA Corporation (KLAC) - NASDAQ Next Earnings Date: OS Estimate: July 29, 2026 AC
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 2.2
Avg Daily Volume: 967,110    Market Cap: 253.6B
Sector: Capital Goods    Short Interest: 2.55
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 77
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 29, 2026 AC 2.1 $1,816.21 @$1,820.00 $200.50
($1,816.21)
11.02% -9.37% I -3.62% I $1,750.35 $166.10
( $1,750.35 )
-17.16%
Jan. 29, 2026 AC 1.7 $1,684.71 @$1,680.00 $167.35
($1,684.71)
9.96% -15.9% O -15.24% O $1,427.94 $262.25
( $1,427.94 )
56.71%
Oct. 29, 2025 AC 1.7 $1,235.28 @$1,240.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2025 AC 1.8 $879.03 @$880.00
April 30, 2025 AC 1.9 $702.69 @$700.00
Jan. 30, 2025 AC 2.0 $742.43 @$740.00
Oct. 30, 2024 AC 2.1 $691.80 @$690.00
July 24, 2024 AC 2.3 $755.77 @$760.00
April 25, 2024 AC 2.3 $672.95 @$675.00
Jan. 25, 2024 AC 2.2 $641.69 @$640.00

 
 
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