- DELL options imply a ±12.9% move for Dell Technologies Inc's Sep 1, 2026 earnings report (after market close), as of August 27, 2026.
- An at-the-money DELL straddle bought at the last close before the Feb 27, 2025 report was worth -32% at 10:00 the next morning (IV crush).
- A long ATM DELL straddle entered at the last close before earnings and held to the reaction-day close was profitable in 4 of the last 13 reports.
DELL live implied move & 10Y history → · DELL stock after earnings → · Who is on the IV Rush Radar this week → · Who moves in sympathy this week → · How the IV rush trade works →
What holding DELL options through the print actually cost
The clearest way to see IV crush: an at-the-money straddle bought one minute before the last close before Dell Technologies Inc's report, marked at 10:00 the next morning. Both legs together — so this is the premium lost even after the stock moved:
| Report | ATM straddle, last close → 10am next day |
|---|---|
| Feb 27, 2025 | -32% |
| Nov 26, 2024 | +41% |
| Aug 29, 2024 | -83% |
| May 30, 2024 | -50% |
| Feb 29, 2024 | +191% |
| Nov 30, 2023 | -16% |
| Jun 1, 2023 | +48% |
| Mar 2, 2023 | -81% |
Out-of-the-money strangles lost more. Members see every strike and the same figures for the reports the radar tracks.
Buying the DELL straddle at the last close and holding through: 4 of 13 paid
The backtester replays a long ATM straddle entered at the last close before each of Dell Technologies Inc's last 13 reports and marked at the reaction-day close — real contract prices, not theory. Long vol won 4 of 13; short vol is the mirror image.
| Report | Straddle at entry | At reaction close | Long-vol P&L |
|---|---|---|---|
| May 28, 2026 | $75.61 | $32.01 | -58% |
| Feb 26, 2026 | $10.05 | $26.96 | +168% |
| Nov 25, 2025 | $▮▮.▮▮ | $▮▮.▮▮ | ▮▮% |
| Aug 28, 2025 | $▮▮.▮▮ | $▮▮.▮▮ | ▮▮% |
| May 29, 2025 | $▮▮.▮▮ | $▮▮.▮▮ | ▮▮% |
Frequently asked questions
Should I buy DELL before earnings?
That is a decision only you can make, and this page does not give advice. What the data says: options price a move of ±12.9% for the Sep 1, 2026 report, so a long call or put needs Dell Technologies Inc to move more than that in the right direction to profit after IV crush.
Does DELL implied volatility go up before earnings?
Typically yes: implied volatility in the nearest expiration builds as the report approaches because the event's expected move is priced into that expiration, then collapses once results are out.
When does DELL IV peak before earnings?
At the last close before the report — the final session before the print carries the biggest step for most names, which is why an IV-rush trade is exited before that close and never held through the announcement.
What is DELL's implied move for the next earnings?
Options currently price about ±12.9% for Sep 1, 2026 (after market close); the 10-year average move is about ±11.9%.