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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
International Flavors & Fragrances (IFF) - NYSE Next Earnings Date: May 6, 2024 AC
EVR: 3.7
Avg Daily Volume: 1,949,255    Market Cap: 21.28B
Sector: Basic Materials    Short Interest: 2.84
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Monthly: 8.54%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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 6, 2024 AC None $0.00 @$85.00 $7.25
($84.89)
8.54% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 20, 2024 AC 3.5 $82.03 @$82.50 $7.00
($82.03)
8.48% -10.27% O -6.4% I $76.78 $6.62
( $76.78 )
-5.43%
Nov. 6, 2023 AC 3.3 $72.34 @$72.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2023 AC 2.7 $80.34 @$80.00
May 8, 2023 AC 2.5 $97.14 @$95.00
Feb. 8, 2023 AC 1.9 $112.44 @$110.00
Nov. 7, 2022 AC 2.0 $96.18 @$95.00
Aug. 8, 2022 AC 2.1 $127.66 @$130.00
May 9, 2022 AC 1.9 $119.49 @$120.00
Feb. 9, 2022 AC 2.0 $132.60 @$135.00

 
 
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