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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Merck & Company (MRK) - NYSE Next Earnings Date: July 30, 2024 BO
EVR: 1.4
Avg Daily Volume: 7,433,376    Market Cap: 318.60B
Sector: Healthcare    Short Interest: 0.77
Live Interactive Chart
Days to Next Earnings: 88 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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
April 25, 2024 BO 1.4 $127.00 @$127.00 $5.67
($127.00)
4.46% 4.56% O 2.92% I $130.72 $5.85
( $130.72 )
3.17%
Feb. 1, 2024 BO 1.3 $120.78 @$121.00 $4.48
($120.78)
3.7% 4.67% O 4.63% O $126.38 $6.25
( $126.38 )
39.51%
Oct. 26, 2023 BO 1.3 $103.63 @$104.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 28, 2022 BO 1.3 $84.41 @$84.00
Feb. 3, 2022 BO 1.3 $82.01 @$82.00

 
 
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