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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
United Parcel Service (UPS) - NYSE Next Earnings Date: OS Estimate: April 28, 2026 BO
OS Projected Window: April 27, 2026 to May 2, 2026
EVR: 3.1
Avg Daily Volume: 6,055,428    Market Cap: 81.3B
Sector: Services    Short Interest: 2.36
Live Interactive Chart
Days to Next Earnings: 81 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 75
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
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 $8.92
($89.22)
10.02% 12.72% O 8.0% I $96.36 $8.72
( $96.36 )
-2.24%
July 29, 2025 BO 2.8 $101.58 @$102.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 26, 2023 BO 2.4 $146.93 @$147.00

 
 
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