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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Shell PLC (SHEL) - NYSE Next Earnings Date: OS Estimate: Feb. 4, 2027 BO
OS Projected Window: Feb. 1, 2027 to Feb. 6, 2027
EVR: 1.0
Avg Daily Volume: 6,206,115    Market Cap: 311.4B
Sector: Energy    Short Interest: 0.68
Live Interactive Chart
Days to Next Earnings: 97 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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. 29, 2026 BO 1.0 $105.19 @$105.00 $5.97
($105.19)
5.69% 2.92% I 2.35% I $107.67 $6.03
( $107.67 )
1.01%
July 30, 2026 BO 1.0 $88.34 @$88.00 $5.00
($88.34)
5.68% 2.75% I 2.45% I $90.51 $5.00
( $90.51 )
0.0%
May 7, 2026 BO 1.0 $87.20 @$87.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 5, 2026 BO 0.9 $78.79 @$79.00
Oct. 30, 2025 BO 1.0 $75.55 @$76.00
July 31, 2025 BO 1.1 $71.72 @$72.00
May 2, 2025 BO 1.1 $64.80 @$65.00
Jan. 30, 2025 BO 1.1 $64.78 @$65.00
Oct. 31, 2024 BO 1.1 $65.58 @$66.00
Aug. 1, 2024 BO 1.1 $73.22 @$73.00

 
 
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