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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
The J.M. Smucker Company (SJM) - NYSE Next Earnings Date: Nov. 26, 2024 BO
EVR: 1.7
Avg Daily Volume: 950,617    Market Cap: 12.45B
Sector: Consumer Goods    Short Interest: 4.83
Live Interactive Chart
Days to Next Earnings: 4 Days
Implied Move Monthly: 6.59%       Expires on: Dec. 20, 2024

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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
Nov. 26, 2024 BO None $0.00 @$115.00 $7.50
($113.89)
6.59% -None% I -None% I $0.00 $0.00
( N/A )
None%
Aug. 28, 2024 BO 1.6 $120.70 @$120.00 $6.72
($120.70)
5.6% -6.62% O -4.94% I $114.73 $6.32
( $114.73 )
-5.95%
June 6, 2024 BO 1.5 $110.33 @$110.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2024 BO 1.5 $125.25 @$125.00
Dec. 5, 2023 BO 1.4 $112.43 @$110.00
Aug. 29, 2023 BO 1.5 $142.89 @$145.00
June 6, 2023 BO 1.6 $148.96 @$150.00
Feb. 28, 2023 BO 1.7 $148.06 @$150.00
Nov. 21, 2022 BO 1.8 $146.14 @$145.00
Aug. 23, 2022 BO 1.9 $137.75 @$140.00

 
 
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