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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Hormel Foods Corporation (HRL) - NYSE Next Earnings Date: OS Estimate: Dec. 3, 2026 BO
OS Projected Window: Nov. 30, 2026 to Dec. 5, 2026
EVR: 3.3
Avg Daily Volume: 5,295,283    Market Cap: 11.5B
Sector: Consumer Defensive    Short Interest: 3.77
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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
Aug. 27, 2026 BO 3.1 $23.71 @$23.50 $1.60
($23.71)
6.81% -10.29% O -10.24% O $21.28 $2.23
( $21.28 )
39.37%
May 28, 2026 BO 2.9 $20.96 @$21.00 $1.80
($20.96)
8.57% 13.97% O 12.54% O $23.59 $2.85
( $23.59 )
58.33%
Feb. 26, 2026 BO 2.9 $25.31 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 4, 2025 BO 2.9 $23.27 @$23.50
Aug. 28, 2025 BO 2.5 $29.02 @$29.00
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

 
 
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