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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Balchem Corporation (BCPC) - NASDAQ Next Earnings Date: OS Estimate: July 31, 2025 BO
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 1.6
Avg Daily Volume: 214,187    Market Cap: 5.1B
Sector: Basic Materials    Short Interest: 1.43
Live Interactive Chart
Days to Next Earnings: 97 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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 24, 2025 BO None $158.31 @$160.00 $11.10
($158.31)
6.94% -7.6% O -2.59% I $154.20 $10.38
( $154.20 )
-6.49%
Feb. 21, 2025 BO 1.6 $161.34 @$160.00 $11.60
($161.34)
7.25% -4.07% I 1.48% I $163.73 $9.97
( $163.73 )
-14.05%
Oct. 25, 2024 BO 1.3 $166.16 @$165.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 28, 2023 BO 1.2 $128.54 @$130.00
April 28, 2023 BO 1.2 $126.29 @$125.00
Feb. 24, 2023 BO 1.3 $132.92 @$135.00

 
 
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