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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Balchem Corporation (BCPC) - NASDAQ Next Earnings Date: OS Estimate: Feb. 20, 2026 BO
OS Projected Window: Feb. 16, 2026 to Feb. 21, 2026
EVR: 1.8
Avg Daily Volume: 152,407    Market Cap: 5.1B
Sector: Basic Materials    Short Interest: 1.41
Live Interactive Chart
Days to Next Earnings: 10 Days
Implied Move Weekly: 5.26%       Expires on: Feb. 20, 2026
Implied Move Monthly: 7.11%       Expires on: March 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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
Feb. 20, 2026 BO None $0.00 @$170.00 $12.25
($172.29)
7.11% -None% -None% $0.00 $0.00
( N/A )
None%
Oct. 21, 2025 BO 1.8 $150.77 @$150.00 $8.40
($150.77)
5.6% 5.06% I 4.05% I $156.89 $8.40
( $156.89 )
0.0%
July 31, 2025 BO 1.7 $152.09 @$150.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 16, 2024 BO 1.3 $146.39 @$145.00
Oct. 27, 2023 BO 1.1 $121.68 @$120.00

 
 
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