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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Merck & Company (MRK) - NYSE Next Earnings Date: Feb. 3, 2026 BO
EVR: 2.1
Avg Daily Volume: 13,243,550    Market Cap: 215.5B
Sector: Healthcare    Short Interest: 1.07
Live Interactive Chart
Days to Next Earnings: 60 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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. 30, 2025 BO 2.2 $86.58 @$87.00 $5.76
($86.58)
6.62% -3.78% I -0.34% I $86.28 $4.71
( $86.28 )
-18.23%
July 29, 2025 BO 2.0 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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