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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Intuitive Surgical (ISRG) - NASDAQ Next Earnings Date: OS Estimate: Jan. 22, 2025 AC
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 2.9
Avg Daily Volume: 1,364,968    Market Cap: 172.13B
Sector: Healthcare    Short Interest: 1.12
Live Interactive Chart
Days to Next Earnings: 60 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
Oct. 17, 2024 AC 2.6 $473.73 @$475.00 $41.15
($473.73)
8.66% 10.47% O 10.0% O $521.15 $52.05
( $521.15 )
26.49%
July 18, 2024 AC 2.6 $416.14 @$415.00 $33.20
($416.14)
8.0% 9.77% O 9.34% O $455.01 $45.60
( $455.01 )
37.35%
April 18, 2024 AC 2.8 $372.63 @$375.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 23, 2024 AC 3.0 $371.41 @$372.50
Oct. 19, 2023 AC 3.0 $273.45 @$275.00
July 20, 2023 AC 3.2 $347.66 @$350.00
April 18, 2023 AC 2.9 $269.28 @$270.00
Jan. 24, 2023 AC 2.8 $257.98 @$257.50
Oct. 18, 2022 AC 2.4 $193.73 @$195.00
July 21, 2022 AC 2.2 $224.75 @$225.00

 
 
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