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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Deere & Company (DE) - NYSE Next Earnings Date: May 15, 2025 BO
EVR: 2.4
Avg Daily Volume: 1,410,209    Market Cap: 135.6B
Sector: Industrial Goods    Short Interest: 2.0
Live Interactive Chart
Days to Next Earnings: 44 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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. 13, 2025 BO 2.4 $476.56 @$477.50 $24.60
($476.56)
5.15% -5.31% O -2.16% I $466.22 $15.29
( $466.22 )
-37.85%
Nov. 21, 2024 BO 2.3 $404.96 @$405.00 $30.25
($404.96)
7.47% 9.15% O 8.04% O $437.54 $39.17
( $437.54 )
29.49%
Aug. 15, 2024 BO 2.3 $351.28 @$350.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 16, 2024 BO 2.3 $414.02 @$410.00
Feb. 15, 2024 BO 2.4 $384.78 @$380.00
Nov. 22, 2023 BO 2.3 $382.65 @$382.50
Aug. 18, 2023 BO 2.4 $419.16 @$420.00
May 19, 2023 BO 2.4 $370.52 @$370.00
Feb. 17, 2023 BO 2.4 $402.96 @$400.00
Nov. 23, 2022 BO 2.3 $416.56 @$415.00

 
 
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