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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Elbit Systems Ltd. (ESLT) - NASDAQ Next Earnings Date: Estimated on May 27, 2025
OS Projected Window: June 9, 2025 to June 14, 2025
EVR: 1.6
Avg Daily Volume: 86,715    Market Cap: 15.9B
Sector: N/A    Short Interest: 0.37
Live Interactive Chart
Days to Next Earnings: 56 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 8
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
March 18, 2025 BO 1.2 $369.26 @$370.00 $28.60
($369.26)
7.73% 12.28% O 10.63% O $408.53 $46.60
( $408.53 )
62.94%
Nov. 19, 2024 BO 1.1 $235.14 @$240.00 $15.65
($235.14)
6.52% 7.38% O 6.15% I $249.61 $16.45
( $249.61 )
5.11%
May 28, 2024 BO 1.1 $198.58 @$200.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 26, 2024 BO 1.3 $204.19 @$200.00
Nov. 28, 2023 BO 1.3 $212.46 @$210.00
Aug. 15, 2023 BO 1.3 $205.84 @$210.00
May 30, 2023 BO 1.1 $193.76 @$195.00
March 28, 2023 BO 1.0 $178.35 @$180.00

 
 
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