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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BlackRock (BLK) - NYSE Next Earnings Date: OS Estimate: April 15, 2026 BO
OS Projected Window: April 13, 2026 to April 18, 2026
EVR: 1.5
Avg Daily Volume: 722,426    Market Cap: 163.8B
Sector: Financial    Short Interest: 0.78
Live Interactive Chart
Days to Next Earnings: 59 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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
Jan. 15, 2026 BO 1.4 $1,091.85 @$1,090.00 $72.35
($1,091.85)
6.64% 6.45% I 5.93% I $1,156.65 $92.25
( $1,156.65 )
27.51%
Oct. 14, 2025 BO 1.3 $1,155.12 @$1,160.00 $83.15
($1,155.12)
7.17% 4.73% I 3.38% I $1,194.26 $83.65
( $1,194.26 )
0.6%
July 15, 2025 BO 1.2 $1,111.46 @$1,110.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 11, 2025 BO 1.1 $858.78 @$860.00
Jan. 15, 2025 BO 1.0 $963.17 @$960.00
Oct. 11, 2024 BO 1.0 $955.59 @$955.00
July 15, 2024 BO 1.1 $827.97 @$830.00
April 12, 2024 BO 1.1 $785.96 @$785.00
Jan. 12, 2024 BO 1.3 $792.61 @$792.50
Oct. 13, 2023 BO 1.3 $636.17 @$635.00

 
 
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