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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
McCormick & Company (MKC) - NYSE Next Earnings Date: OS Estimate: June 26, 2024 BO
OS Projected Window: June 24, 2024 to June 29, 2024
EVR: 2.6
Avg Daily Volume: 2,204,667    Market Cap: 19.27B
Sector: Consumer Goods    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 65 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
March 26, 2024 BO 2.4 $69.94 @$70.00 $5.23
($69.94)
7.47% 11.16% O 10.52% O $77.30 $7.62
( $77.30 )
45.7%
Jan. 25, 2024 BO 2.4 $65.78 @$65.00 $4.57
($65.78)
7.03% 5.68% I 4.28% I $68.60 $4.65
( $68.60 )
1.75%
Oct. 3, 2023 BO 2.2 $74.72 @$75.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 29, 2023 BO 2.1 $91.85 @$90.00
March 28, 2023 BO 1.8 $74.06 @$75.00
Jan. 26, 2023 BO 1.7 $77.98 @$80.00
Oct. 6, 2022 BO 1.6 $73.31 @$75.00
June 29, 2022 BO 1.6 $86.84 @$85.00
March 29, 2022 BO 1.7 $97.62 @$100.00
Jan. 27, 2022 BO 1.8 $91.94 @$90.00

 
 
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