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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Balchem Corporation (BCPC) - NASDAQ Next Earnings Date: OS Estimate: Oct. 30, 2026 BO
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 1.9
Avg Daily Volume: 182,914    Market Cap: 5.7B
Sector: Basic Materials    Short Interest: 1.73
Live Interactive Chart
Days to Next Earnings: 60 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
July 31, 2026 BO 1.9 $162.73 @$165.00 $10.68
($162.73)
6.47% 3.1% I 2.96% I $167.56 $7.20
( $167.56 )
-32.58%
April 30, 2026 BO 1.8 $173.33 @$175.00 $8.85
($173.33)
5.06% -7.88% O -6.75% O $161.62 $13.50
( $161.62 )
52.54%
Feb. 20, 2026 BO 1.8 $175.00 @$175.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 21, 2025 BO 1.8 $150.77 @$150.00
July 31, 2025 BO 1.7 $152.09 @$150.00
April 24, 2025 BO 1.6 $158.31 @$160.00
Feb. 21, 2025 BO 1.6 $161.34 @$160.00
Oct. 25, 2024 BO 1.3 $166.16 @$165.00
July 26, 2024 BO 1.3 $174.81 @$175.00
May 3, 2024 BO 1.3 $146.28 @$145.00

 
 
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