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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
United Parcel Service (UPS) - NYSE Next Earnings Date: OS Estimate: July 29, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 2.9
Avg Daily Volume: 5,807,248    Market Cap: 90.4B
Sector: Services    Short Interest: 2.29
Live Interactive Chart
Days to Next Earnings: 77 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 76
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 28, 2026 BO 3.1 $108.24 @$108.00 $8.97
($108.24)
8.31% -7.19% I -3.97% I $103.94 $6.79
( $103.94 )
-24.3%
Jan. 27, 2026 BO 3.2 $106.97 @$107.00 $8.82
($106.97)
8.24% 5.32% I 0.21% I $107.20 $6.78
( $107.20 )
-23.13%
Oct. 28, 2025 BO 3.0 $89.22 @$89.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 29, 2025 BO 2.8 $101.58 @$102.00
April 29, 2025 BO 3.0 $97.09 @$97.00
Jan. 30, 2025 BO 2.6 $133.78 @$134.00
Oct. 24, 2024 BO 2.4 $131.41 @$131.00
July 23, 2024 BO 2.2 $145.18 @$145.00
April 23, 2024 BO 2.5 $145.36 @$145.00
Jan. 30, 2024 BO 2.4 $158.02 @$157.50

 
 
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