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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Merck & Company (MRK) - NYSE Next Earnings Date: OS Estimate: Feb. 4, 2027 BO
OS Projected Window: Feb. 1, 2027 to Feb. 6, 2027
EVR: 1.8
Avg Daily Volume: 9,901,361    Market Cap: 368.9B
Sector: Healthcare    Short Interest: 1.09
Live Interactive Chart
Days to Next Earnings: 97 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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
Oct. 29, 2026 BO 1.8 $140.93 @$141.00 $10.00
($140.93)
7.09% 5.91% I 3.83% I $146.33 $10.44
( $146.33 )
4.4%
Aug. 4, 2026 BO 1.9 $127.77 @$128.00 $8.38
($127.77)
6.55% 1.73% I 0.18% I $128.00 $7.05
( $128.00 )
-15.87%
April 30, 2026 BO 2.1 $110.95 @$111.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 3, 2026 BO 2.1 $113.37 @$113.00
Oct. 30, 2025 BO 2.2 $86.58 @$87.00
July 29, 2025 BO 2.0 $84.06 @$84.00
April 24, 2025 BO 2.1 $78.74 @$79.00
Feb. 4, 2025 BO 1.7 $99.79 @$100.00
Oct. 31, 2024 BO 1.7 $104.83 @$105.00
July 30, 2024 BO 1.4 $127.78 @$128.00

 
 
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