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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
First Merchants Corporation (FRME) - NASDAQ Next Earnings Date: Estimate: Jan. 23, 2025 BO
EVR: 1.3
Avg Daily Volume: 318,856    Market Cap: 1.99B
Sector: Financial    Short Interest: 0.95
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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
April 25, 2024 BO 1.3 $35.05 @$35.00 $2.50
($35.05)
7.14% -4.7% I -1.68% I $34.46 $1.90
( $34.46 )
-24.0%
Jan. 25, 2024 BO 1.3 $35.95 @$35.00 $2.35
($35.95)
6.71% -3.28% I -2.92% I $34.90 $1.90
( $34.90 )
-19.15%
Oct. 26, 2023 BO 1.3 $26.37 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 25, 2023 BO 1.4 $32.40 @$30.00
April 25, 2023 BO 1.3 $30.09 @$30.00
Jan. 26, 2023 BO 1.3 $40.20 @$40.00
July 26, 2022 BO 1.3 $37.80 @$40.00
April 26, 2022 BO 1.5 $42.00 @$40.00
Jan. 27, 2022 BO 1.3 $44.21 @$45.00
Oct. 26, 2021 BO 1.4 $43.35 @$45.00

 
 
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