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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Balchem Corporation (BCPC) - NASDAQ Next Earnings Date: OS Estimate: May 3, 2024 BO
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 1.3
Avg Daily Volume: 94,957    Market Cap: 5.00B
Sector: Basic Materials    Short Interest: 1.54
Live Interactive Chart
Days to Next Earnings: 8 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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. 16, 2024 BO 1.3 $146.39 @$145.00 $9.40
($146.39)
6.48% 3.51% I 1.91% I $149.20 $8.80
( $149.20 )
-6.38%
Oct. 27, 2023 BO 1.1 $121.68 @$120.00 $7.62
($121.68)
6.35% -8.99% O -5.42% I $115.08 $7.58
( $115.08 )
-0.52%
July 28, 2023 BO 1.2 $128.54 @$130.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 28, 2023 BO 1.2 $126.29 @$125.00
Feb. 24, 2023 BO 1.3 $132.92 @$135.00
Nov. 4, 2022 BO 1.3 $133.89 @$135.00
July 29, 2022 BO 1.5 $134.85 @$135.00
April 29, 2022 BO 1.5 $127.59 @$130.00
Feb. 18, 2022 BO 1.5 $138.58 @$140.00
Oct. 29, 2021 BO 1.7 $153.19 @$155.00

 
 
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