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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
First Merchants Corporation (FRME) - NASDAQ Next Earnings Date: OS Estimate: Jan. 27, 2027 AC
OS Projected Window: Jan. 25, 2027 to Jan. 30, 2027
EVR: 1.4
Avg Daily Volume: 455,099    Market Cap: 2.5B
Sector: Financial Services    Short Interest: 3.67
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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. 21, 2026 AC 1.5 $39.96 @$40.00 $2.50
($39.96)
6.25% 2.65% I 2.17% I $40.83 $2.50
( $40.83 )
0.0%
July 22, 2026 AC 1.2 $43.75 @$45.00 $2.50
($43.75)
5.56% -9.48% O -4.25% I $41.89 $3.35
( $41.89 )
34.0%
April 22, 2026 AC 1.3 $40.37 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 26, 2026 AC 1.4 $38.01 @$40.00
Oct. 22, 2025 AC 1.4 $36.61 @$35.00
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

 
 
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