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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
International Flavors & Fragrances (IFF) - NYSE Next Earnings Date: OS Estimate: Feb. 10, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 3.5
Avg Daily Volume: 1,539,469    Market Cap: 24.54B
Sector: Basic Materials    Short Interest: 2.25
Live Interactive Chart
Days to Next Earnings: 80 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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
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 $7.75
($96.48)
7.95% -4.15% I -2.35% I $94.21 $4.30
( $94.21 )
-44.52%
May 6, 2024 AC 3.7 $88.66 @$87.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 8, 2022 AC 2.1 $127.66 @$130.00

 
 
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