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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Hormel Foods Corporation (HRL) - NYSE Next Earnings Date: OS Estimate: May 27, 2026 BO
OS Projected Window: May 25, 2026 to May 30, 2026
EVR: 2.9
Avg Daily Volume: 4,751,330    Market Cap: 12.2B
Sector: Consumer Goods    Short Interest: 3.73
Live Interactive Chart
Days to Next Earnings: 65 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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
Feb. 26, 2026 BO 2.9 $25.31 @$25.00 $1.82
($25.31)
7.28% 3.59% I -1.93% I $24.82 $1.25
( $24.82 )
-31.32%
Dec. 4, 2025 BO 2.9 $23.27 @$23.50 $2.55
($23.27)
10.85% 8.72% I 3.82% I $24.16 $1.30
( $24.16 )
-49.02%
Aug. 28, 2025 BO 2.5 $29.02 @$29.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 29, 2025 BO 2.7 $30.04 @$30.00
Feb. 27, 2025 BO 2.8 $28.73 @$29.00
Dec. 4, 2024 BO 2.9 $31.82 @$32.00
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

 
 
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