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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
First Merchants Corporation (FRME) - NASDAQ Next Earnings Date: Estimate: Oct. 21, 2026 AC
EVR: 1.5
Avg Daily Volume: 462,227    Market Cap: 2.7B
Sector: Financial Services    Short Interest: 2.58
Live Interactive Chart
Days to Next Earnings: 72 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
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 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 26, 2023 BO 1.3 $26.37 @$25.00

 
 
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