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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
First Merchants Corporation (FRME) - NASDAQ Next Earnings Date: Estimated on April 25, 2024
OS Projected Window: May 20, 2024 to May 25, 2024
EVR: 1.3
Avg Daily Volume: 252,417    Market Cap: 1.99B
Sector: Financial    Short Interest: 0.95
Live Interactive Chart
Days to Next Earnings: 2 Days
Implied Move Monthly: 7.20%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 34
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 25, 2024 BO None $0.00 @$35.00 $2.50
($34.72)
7.2% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 25, 2024 BO 1.3 $35.95 @$35.00 $2.35
($35.95)
6.71% -3.28% I -2.92% I $34.90 $1.90
( $34.90 )
-19.15%
Jan. 26, 2023 BO 1.3 $40.20 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2022 BO 1.3 $37.80 @$40.00
April 26, 2022 BO 1.5 $42.00 @$40.00
Jan. 27, 2022 BO 1.4 $44.21 @$45.00
Oct. 26, 2021 BO 1.5 $43.35 @$45.00
July 26, 2021 BO 1.4 $40.10 @$40.00
April 22, 2021 BO 1.5 $45.86 @$45.00
Jan. 28, 2021 BO 1.2 $37.96 @$40.00

 
 
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