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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Modine Manufacturing Company (MOD) - NYSE Next Earnings Date: OS Estimate: Feb. 3, 2027 AC
OS Projected Window: Feb. 1, 2027 to Feb. 6, 2027
EVR: 4.5
Avg Daily Volume: 1,947,788    Market Cap: 6.9B
Sector: Consumer Cyclical    Short Interest: 4.71
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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
Nov. 3, 2026 AC 4.2 $125.45 @$125.00 $26.20
($125.45)
20.96% -27.12% O -21.43% O $98.56 $29.45
( $98.56 )
12.4%
July 29, 2026 AC 4.4 $178.04 @$180.00 $39.25
($178.04)
21.81% 10.08% I 8.91% I $193.91 $34.00
( $193.91 )
-13.38%
May 26, 2026 AC 4.6 $295.88 @$300.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 4, 2026 AC 5.0 $199.53 @$200.00
Oct. 28, 2025 AC 5.5 $162.02 @$160.00
July 30, 2025 AC 5.2 $113.62 @$115.00
May 20, 2025 AC 5.6 $105.57 @$105.00
Feb. 4, 2025 AC 5.8 $98.51 @$100.00
Oct. 29, 2024 AC 5.8 $130.31 @$130.00
July 30, 2024 AC 5.7 $98.92 @$100.00

 
 
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