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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Modine Manufacturing Company (MOD) - NYSE Next Earnings Date: OS Estimate: June 3, 2026 AC
OS Projected Window: June 1, 2026 to June 6, 2026
EVR: 4.6
Avg Daily Volume: 1,789,036    Market Cap: 9.7B
Sector: Consumer Goods    Short Interest: 9.85
Live Interactive Chart
Days to Next Earnings: 107 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
Feb. 4, 2026 AC 5.0 $199.53 @$200.00 $33.00
($199.53)
16.5% 4.24% I 2.9% I $205.32 $23.00
( $205.32 )
-30.3%
Oct. 28, 2025 AC 5.5 $162.02 @$160.00 $27.75
($162.02)
17.34% -8.48% I -4.17% I $155.26 $22.35
( $155.26 )
-19.46%
July 30, 2025 AC 5.2 $113.62 @$115.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 21, 2024 AC 5.7 $101.47 @$100.00
Jan. 30, 2024 AC 5.7 $66.78 @$65.00
Nov. 1, 2023 AC 6.3 $41.14 @$40.00

 
 
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