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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Macy's Inc (M) - NYSE Next Earnings Date: OS Estimate: Aug. 21, 2025 BO
OS Projected Window: Aug. 18, 2025 to Aug. 23, 2025
EVR: 2.9
Avg Daily Volume: 6,938,172    Market Cap: 3.2B
Sector: Services    Short Interest: 6.82
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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 28, 2025 BO 3.2 $12.04 @$12.00 $1.56
($12.04)
13.0% -4.48% I -0.33% I $12.00 $1.07
( $12.00 )
-31.41%
March 6, 2025 BO 3.5 $13.31 @$13.50 $1.54
($13.31)
11.41% -5.33% I -0.67% I $13.22 $1.17
( $13.22 )
-24.03%
Nov. 26, 2024 BO 4.1 $15.94 @$16.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 16, 2023 BO 4.6 $12.61 @$13.00
Aug. 22, 2023 BO 4.5 $14.73 @$14.50
June 1, 2023 BO 4.6 $13.59 @$13.50
March 2, 2023 BO 4.6 $20.43 @$20.50

 
 
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