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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Macy's Inc (M) - NYSE Next Earnings Date: OS Estimate: Nov. 18, 2026 BO
OS Projected Window: Nov. 16, 2026 to Nov. 21, 2026
EVR: 3.1
Avg Daily Volume: 5,543,423    Market Cap: 5.8B
Sector: Consumer Cyclical    Short Interest: 12.3
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 74
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
Sept. 10, 2026 BO 3.1 $21.51 @$21.50 $2.04
($21.51)
9.49% -8.08% I -4.69% I $20.50 $1.39
( $20.50 )
-31.86%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 3, 2025 BO 3.5 $22.71 @$22.50
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

 
 
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