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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Macy's Inc (M) - NYSE Next Earnings Date: OS Estimate: Aug. 26, 2026 BO
OS Projected Window: Aug. 24, 2026 to Aug. 29, 2026
EVR: 3.1
Avg Daily Volume: 6,637,931    Market Cap: 5.8B
Sector: Services    Short Interest: 12.69
Live Interactive Chart
Days to Next Earnings: 75 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
June 3, 2026 BO 3.1 $21.67 @$21.50 $2.47
($21.67)
11.49% 5.67% I 0.59% I $21.80 $1.45
( $21.80 )
-41.3%
March 18, 2026 BO 3.1 $16.92 @$17.00 $2.64
($16.92)
15.53% 9.33% I 4.72% I $17.72 $2.21
( $17.72 )
-16.29%
Dec. 3, 2025 BO 3.5 $22.71 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 3, 2025 BO 2.9 $13.49 @$13.50
May 28, 2025 BO 3.2 $12.04 @$12.00
March 6, 2025 BO 3.5 $13.31 @$13.50
Nov. 26, 2024 BO 4.1 $15.94 @$16.00
Aug. 21, 2024 BO 4.2 $17.74 @$17.50
May 21, 2024 BO 4.3 $19.10 @$19.00
Feb. 27, 2024 BO 4.6 $19.30 @$19.50

 
 
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