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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BlackRock (BLK) - NYSE Next Earnings Date: Estimated on Jan. 14, 2026
OS Projected Window: Jan. 12, 2026 to Jan. 17, 2026
EVR: 1.4
Avg Daily Volume: 646,134    Market Cap: 163.8B
Sector: Financial    Short Interest: 0.78
Live Interactive Chart
Days to Next Earnings: 40 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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
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 $62.60
($1,111.46)
5.64% -6.98% O -5.87% O $1,046.16 $71.53
( $1,046.16 )
14.27%
April 11, 2025 BO 1.1 $858.78 @$860.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 14, 2023 BO 1.4 $739.80 @$740.00

 
 
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