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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
First Merchants Corporation (FRME) - NASDAQ Next Earnings Date: OS Estimate: June 24, 2026 AC
OS Projected Window: June 22, 2026 to June 27, 2026
EVR: 1.2
Avg Daily Volume: 351,033    Market Cap: 2.6B
Sector: Financial    Short Interest: 1.97
Live Interactive Chart
Days to Next Earnings: 71 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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 22, 2026 AC 1.3 $40.37 @$40.00 $4.17
($40.37)
10.43% -2.45% I -1.65% I $39.70 $3.80
( $39.70 )
-8.87%
Jan. 26, 2026 AC 1.4 $38.01 @$40.00 $5.05
($38.01)
12.62% 0.78% I 0.47% I $38.19 $2.50
( $38.19 )
-50.5%
Oct. 22, 2025 AC 1.4 $36.61 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 23, 2025 AC 1.4 $41.25 @$40.00
April 24, 2025 BO 1.3 $36.92 @$35.00
Jan. 30, 2025 BO 1.3 $41.26 @$40.00
April 25, 2024 BO 1.3 $35.05 @$35.00
Jan. 25, 2024 BO 1.3 $35.95 @$35.00
Oct. 26, 2023 BO 1.3 $26.37 @$25.00
July 25, 2023 BO 1.4 $32.40 @$30.00

 
 
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