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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Hormel Foods Corporation (HRL) - NYSE Next Earnings Date: OS Estimate: Aug. 27, 2025 BO
OS Projected Window: Aug. 25, 2025 to Aug. 30, 2025
EVR: 2.5
Avg Daily Volume: 3,068,283    Market Cap: 16.1B
Sector: Consumer Goods    Short Interest: 2.15
Live Interactive Chart
Days to Next Earnings: 78 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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
May 29, 2025 BO 2.7 $30.04 @$30.00 $1.92
($30.04)
6.4% -4.22% I 1.13% I $30.38 $1.35
( $30.38 )
-29.69%
Feb. 27, 2025 BO 2.8 $28.73 @$29.00 $1.90
($28.73)
6.55% -3.96% I -1.21% I $28.38 $1.20
( $28.38 )
-36.84%
Dec. 4, 2024 BO 2.9 $31.82 @$32.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 4, 2024 BO 2.7 $33.14 @$33.00
May 30, 2024 BO 2.6 $34.10 @$34.00
Feb. 29, 2024 BO 2.1 $30.83 @$31.00
Nov. 29, 2023 BO 2.1 $31.95 @$32.00
Aug. 31, 2023 BO 2.2 $39.66 @$39.50
June 1, 2023 BO 2.1 $38.25 @$38.00
March 2, 2023 BO 2.1 $43.83 @$44.00

 
 
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