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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
International Flavors & Fragrances (IFF) - NYSE Next Earnings Date: OS Estimate: Feb. 8, 2027 AC
OS Projected Window: Feb. 8, 2027 to Feb. 13, 2027
EVR: 3.4
Avg Daily Volume: 2,329,766    Market Cap: 23.7B
Sector: Basic Materials    Short Interest: 6.46
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 75
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
Nov. 3, 2026 AC 3.3 $92.18 @$92.50 $7.18
($92.18)
7.76% -8.7% O -4.89% I $87.67 $5.05
( $87.67 )
-29.67%
Aug. 4, 2026 AC 3.4 $80.89 @$80.00 $5.40
($80.89)
6.75% 10.42% O 8.87% O $88.07 $8.82
( $88.07 )
63.33%
May 5, 2026 AC 3.0 $70.77 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 11, 2026 AC 3.3 $76.97 @$77.50
Nov. 4, 2025 AC 3.3 $61.49 @$62.50
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

 
 
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