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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
International Flavors & Fragrances (IFF) - NYSE Next Earnings Date: OS Estimate: Aug. 3, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 3.4
Avg Daily Volume: 1,656,397    Market Cap: 18.2B
Sector: Basic Materials    Short Interest: 3.62
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 73
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 5, 2026 AC 3.0 $70.77 @$70.00 $5.42
($70.77)
7.74% 18.53% O 17.18% O $82.93 $13.60
( $82.93 )
150.92%
Feb. 11, 2026 AC 3.3 $76.97 @$77.50 $6.43
($76.97)
8.3% 9.13% O 5.88% I $81.50 $5.55
( $81.50 )
-13.69%
Nov. 4, 2025 AC 3.3 $61.49 @$62.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2025 AC 3.2 $70.62 @$70.00
May 6, 2025 AC 3.4 $79.20 @$80.00
Feb. 18, 2025 AC 3.5 $86.45 @$87.50
Nov. 5, 2024 AC 3.4 $99.10 @$100.00
Aug. 6, 2024 AC 3.5 $96.48 @$97.50
May 6, 2024 AC 3.7 $88.66 @$87.50
Feb. 20, 2024 AC 3.5 $82.03 @$82.50

 
 
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