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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Macy's Inc (M) - NYSE Next Earnings Date: Nov. 26, 2024 BO
EVR: 4.1
Avg Daily Volume: 4,822,305    Market Cap: 5.48B
Sector: Services    Short Interest: 7.64
Live Interactive Chart
Days to Next Earnings: 4 Days
Implied Move Weekly: 10.29%       Expires on: Nov. 29, 2024
Implied Move Monthly: 13.54%       Expires on: Dec. 20, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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. 26, 2024 BO None $0.00 @$15.00 $2.04
($15.07)
13.54% -None% I -None% I $0.00 $0.00
( N/A )
None%
Aug. 21, 2024 BO 4.2 $17.74 @$17.50 $2.57
($17.74)
14.69% -14.03% I -12.9% I $15.45 $2.67
( $15.45 )
3.89%
May 21, 2024 BO 4.3 $19.10 @$19.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2024 BO 4.6 $19.30 @$19.50
Nov. 16, 2023 BO 4.6 $12.61 @$13.00
Aug. 22, 2023 BO 4.5 $14.73 @$14.50
June 1, 2023 BO 4.6 $13.59 @$13.50
March 2, 2023 BO 4.6 $20.43 @$20.50
Nov. 17, 2022 BO 4.5 $19.71 @$20.00
Aug. 23, 2022 BO 4.6 $18.61 @$18.50

 
 
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