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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
First Merchants Corporation (FRME) - NASDAQ Next Earnings Date: Estimated on Oct. 30, 2025
EVR: 1.4
Avg Daily Volume: 295,703    Market Cap: 2.4B
Sector: Financial    Short Interest: 0.98
Live Interactive Chart
Days to Next Earnings: 45 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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 23, 2025 AC 1.4 $41.25 @$40.00 $2.50
($41.25)
6.25% -3.83% I -3.66% I $39.74 $2.50
( $39.74 )
0.0%
April 24, 2025 BO 1.3 $36.92 @$35.00 $3.00
($36.92)
8.57% -5.17% I -1.13% I $36.50 $2.50
( $36.50 )
-16.67%
Jan. 30, 2025 BO 1.3 $41.26 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 25, 2023 BO 1.3 $30.09 @$30.00
Jan. 26, 2023 BO 1.3 $40.20 @$40.00
July 26, 2022 BO 1.3 $37.80 @$40.00

 
 
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