Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
International Flavors & Fragrances (IFF) - NYSE Next Earnings Date: Estimated on May 5, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 3.4
Avg Daily Volume: 1,970,253    Market Cap: 21.1B
Sector: Basic Materials    Short Interest: 1.6
Live Interactive Chart
Days to Next Earnings: 34 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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
Feb. 18, 2025 AC 3.5 $86.45 @$87.50 $6.60
($86.45)
7.54% -6.57% I -5.15% I $81.99 $6.20
( $81.99 )
-6.06%
Nov. 5, 2024 AC 3.4 $99.10 @$100.00 $7.10
($99.10)
7.1% -12.37% O -11.63% O $87.57 $13.25
( $87.57 )
86.62%
Aug. 6, 2024 AC 3.5 $96.48 @$97.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 6, 2024 AC 3.7 $88.66 @$87.50
Feb. 20, 2024 AC 3.5 $82.03 @$82.50
Nov. 6, 2023 AC 3.3 $72.34 @$72.50
Aug. 7, 2023 AC 2.7 $80.34 @$80.00
May 8, 2023 AC 2.5 $97.14 @$95.00
Feb. 8, 2023 AC 1.9 $112.44 @$110.00
Nov. 7, 2022 AC 2.0 $96.18 @$95.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US