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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
MSC Industrial Direct Company (MSM) - NYSE Next Earnings Date: OS Estimate: April 2, 2025 BO
OS Projected Window: March 31, 2025 to April 5, 2025
EVR: 1.6
Avg Daily Volume: 765,378    Market Cap: 5.21B
Sector: Services    Short Interest: 4.1
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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
Jan. 8, 2025 BO 1.5 $79.86 @$80.00 $5.62
($79.86)
7.03% 6.62% I 3.48% I $82.64 $3.93
( $82.64 )
-30.07%
Oct. 24, 2024 BO 1.4 $80.84 @$80.00 $7.20
($80.84)
9.0% -6.09% I -3.77% I $77.79 $5.25
( $77.79 )
-27.08%
July 2, 2024 BO 1.5 $78.23 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 28, 2024 BO 1.5 $99.52 @$100.00
Jan. 9, 2024 BO 1.5 $95.62 @$95.00
Oct. 25, 2023 BO 1.6 $95.42 @$95.00
June 29, 2023 BO 1.6 $95.95 @$95.00
April 4, 2023 BO 1.5 $84.38 @$85.00
Jan. 5, 2023 BO 1.5 $81.50 @$80.00
June 29, 2022 BO 1.6 $73.56 @$75.00

 
 
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