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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
McCormick & Company (MKC) - NYSE Next Earnings Date: OS Estimate: Jan. 21, 2025 BO
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 2.5
Avg Daily Volume: 1,815,939    Market Cap: 19.27B
Sector: Consumer Goods    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
Oct. 1, 2024 BO 2.6 $82.30 @$80.00 $4.68
($82.30)
5.85% 3.04% I 2.17% I $84.09 $4.42
( $84.09 )
-5.56%
June 27, 2024 BO 2.6 $67.67 @$70.00 $4.90
($67.67)
7.0% 6.56% I 4.32% I $70.60 $2.88
( $70.60 )
-41.22%
March 26, 2024 BO 2.4 $69.94 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 25, 2024 BO 2.4 $65.78 @$65.00
Oct. 3, 2023 BO 2.2 $74.72 @$75.00
June 29, 2023 BO 2.1 $91.85 @$90.00
March 28, 2023 BO 1.8 $74.06 @$75.00
Jan. 26, 2023 BO 1.7 $77.98 @$80.00
Oct. 6, 2022 BO 1.6 $73.31 @$75.00
June 29, 2022 BO 1.6 $86.84 @$85.00

 
 
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