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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cisco Systems (CSCO) - NASDAQ Next Earnings Date: OS Estimate: Feb. 12, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 2.3
Avg Daily Volume: 21,651,244    Market Cap: 194.36B
Sector: Technology    Short Interest: 1.28
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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. 13, 2024 AC 2.5 $59.18 @$60.00 $4.17
($59.18)
6.95% -2.8% I -2.12% I $57.92 $2.83
( $57.92 )
-32.13%
Aug. 14, 2024 AC 2.4 $45.44 @$45.00 $3.73
($45.44)
8.29% 10.65% O 6.8% I $48.53 $4.25
( $48.53 )
13.94%
May 15, 2024 AC 2.5 $49.67 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 14, 2024 AC 2.6 $50.28 @$50.00
Nov. 15, 2023 AC 2.3 $53.28 @$52.50
Aug. 16, 2023 AC 2.5 $52.96 @$52.50
May 17, 2023 AC 2.6 $47.63 @$47.50
Feb. 15, 2023 AC 2.6 $48.45 @$47.50
Nov. 16, 2022 AC 2.7 $44.39 @$45.00
Aug. 17, 2022 AC 2.7 $46.66 @$47.50

 
 
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