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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Merck & Company (MRK) - NYSE Next Earnings Date: OS Estimate: Feb. 5, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 1.7
Avg Daily Volume: 10,479,322    Market Cap: 318.60B
Sector: Healthcare    Short Interest: 0.77
Live Interactive Chart
Days to Next Earnings: 75 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
Oct. 31, 2024 BO 1.7 $104.83 @$105.00 $6.70
($104.83)
6.38% -5.94% I -2.39% I $102.32 $5.36
( $102.32 )
-20.0%
July 30, 2024 BO 1.4 $127.78 @$128.00 $6.58
($127.78)
5.14% -10.85% O -9.8% O $115.25 $13.62
( $115.25 )
106.99%
April 25, 2024 BO 1.4 $127.00 @$127.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 1, 2024 BO 1.3 $120.78 @$121.00
Oct. 26, 2023 BO 1.3 $103.63 @$104.00
Aug. 1, 2023 BO 1.4 $106.65 @$107.00
April 27, 2023 BO 1.4 $113.43 @$113.00
Feb. 2, 2023 BO 1.4 $106.98 @$107.00
Oct. 27, 2022 BO 1.4 $98.41 @$98.00
July 28, 2022 BO 1.5 $91.23 @$91.00

 
 
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