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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Walt Disney Company (DIS) - NYSE Next Earnings Date: OS Estimate: Feb. 5, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 3.1
Avg Daily Volume: 9,703,362    Market Cap: 188.45B
Sector: Services    Short Interest: 1.1
Live Interactive Chart
Days to Next Earnings: 45 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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. 14, 2024 BO 3.0 $102.72 @$105.00 $9.30
($102.72)
8.86% 11.76% O 6.23% I $109.12 $7.12
( $109.12 )
-23.44%
Aug. 7, 2024 BO 3.1 $89.97 @$90.00 $7.83
($89.97)
8.7% -4.69% I -4.45% I $85.96 $5.06
( $85.96 )
-35.38%
May 7, 2024 BO 2.9 $116.47 @$116.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 7, 2024 AC 2.7 $99.14 @$99.00
Nov. 8, 2023 AC 2.6 $84.50 @$84.00
Aug. 9, 2023 AC 2.7 $87.49 @$87.00
May 10, 2023 AC 2.5 $101.14 @$101.00
Feb. 8, 2023 AC 2.5 $111.78 @$112.00
Nov. 8, 2022 AC 2.2 $99.90 @$100.00
Aug. 10, 2022 AC 2.1 $112.43 @$112.00

 
 
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