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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Hormel Foods Corporation (HRL) - NYSE Next Earnings Date: OS Estimate: Feb. 27, 2025 BO
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 2.8
Avg Daily Volume: 2,728,530    Market Cap: 19.11B
Sector: Consumer Goods    Short Interest: 1.95
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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
Dec. 4, 2024 BO 2.9 $31.82 @$32.00 $2.00
($31.82)
6.25% -3.07% I 0.53% I $31.99 $1.10
( $31.99 )
-45.0%
Sept. 4, 2024 BO 2.7 $33.14 @$33.00 $2.22
($33.14)
6.73% -11.85% O -6.42% I $31.01 $2.30
( $31.01 )
3.6%
May 30, 2024 BO 2.6 $34.10 @$34.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 29, 2024 BO 2.1 $30.83 @$31.00
Nov. 29, 2023 BO 2.1 $31.95 @$32.00
Aug. 31, 2023 BO 2.2 $39.66 @$39.50
June 1, 2023 BO 2.1 $38.25 @$38.00
March 2, 2023 BO 2.1 $43.83 @$44.00
Nov. 30, 2022 BO 2.0 $48.19 @$48.00
Sept. 1, 2022 BO 2.0 $50.28 @$50.00

 
 
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