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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Merck & Company (MRK) - NYSE Next Earnings Date: OS Estimate: Oct. 29, 2025 BO
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 2.0
Avg Daily Volume: 16,100,718    Market Cap: 209.3B
Sector: Healthcare    Short Interest: 1.4
Live Interactive Chart
Days to Next Earnings: 91 Days

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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
July 29, 2025 BO None $84.06 @$84.00 $5.40
($84.06)
6.43% -8.8% O -1.7% I $82.63 $4.08
( $82.63 )
-24.44%
April 24, 2025 BO 2.1 $78.74 @$79.00 $6.53
($78.74)
8.27% -3.44% I 1.39% I $79.84 $4.72
( $79.84 )
-27.72%
Feb. 4, 2025 BO 1.7 $99.79 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 31, 2024 BO 1.7 $104.83 @$105.00
July 30, 2024 BO 1.4 $127.78 @$128.00
April 25, 2024 BO 1.4 $127.00 @$127.00
Feb. 1, 2024 BO 1.3 $120.78 @$121.00
Oct. 26, 2023 BO 1.3 $103.63 @$104.00
Aug. 1, 2023 BO 1.4 $106.65 @$107.00
April 27, 2023 BO 1.4 $113.43 @$113.00

 
 
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