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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Balchem Corporation (BCPC) - NASDAQ Next Earnings Date: OS Estimate: Feb. 21, 2025 BO
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 1.6
Avg Daily Volume: 128,395    Market Cap: 5.26B
Sector: Basic Materials    Short Interest: 1.42
Live Interactive Chart
Days to Next Earnings: 91 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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. 25, 2024 BO 1.3 $166.16 @$165.00 $10.30
($166.16)
6.24% 9.61% O 3.18% I $171.46 $8.70
( $171.46 )
-15.53%
July 26, 2024 BO 1.3 $174.81 @$175.00 $9.20
($174.81)
5.26% 4.45% I 3.41% I $180.78 $10.40
( $180.78 )
13.04%
May 3, 2024 BO 1.3 $146.28 @$145.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 16, 2024 BO 1.3 $146.39 @$145.00
Oct. 27, 2023 BO 1.1 $121.68 @$120.00
July 28, 2023 BO 1.2 $128.54 @$130.00
April 28, 2023 BO 1.2 $126.29 @$125.00
Feb. 24, 2023 BO 1.3 $132.92 @$135.00
Nov. 4, 2022 BO 1.3 $133.89 @$135.00
July 29, 2022 BO 1.5 $134.85 @$135.00

 
 
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