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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
First Merchants Corporation (FRME) - NASDAQ Next Earnings Date: Estimated on May 1, 2025
OS Projected Window: April 21, 2025 to April 26, 2025
EVR: 1.3
Avg Daily Volume: 307,859    Market Cap: 2.4B
Sector: Financial    Short Interest: 0.55
Live Interactive Chart
Days to Next Earnings: 30 Days
Implied Move Monthly: 6.22%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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
May 1, 2025 BO None $0.00 @$40.00 $2.50
($40.19)
6.22% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 30, 2025 BO 1.3 $41.26 @$40.00 $1.85
($41.26)
4.62% 4.89% O 3.51% I $42.71 $3.00
( $42.71 )
62.16%
April 25, 2024 BO 1.3 $35.05 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 25, 2024 BO 1.3 $35.95 @$35.00
Oct. 26, 2023 BO 1.3 $26.37 @$25.00
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

 
 
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