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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Merck & Company (MRK) - NYSE Next Earnings Date: OS Estimate: July 30, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.9
Avg Daily Volume: 10,256,065    Market Cap: 276.4B
Sector: Healthcare    Short Interest: 1.11
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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
April 30, 2026 BO 2.1 $110.95 @$111.00 $7.08
($110.95)
6.38% -2.09% I -1.59% I $109.18 $5.62
( $109.18 )
-20.62%
Feb. 3, 2026 BO 2.1 $113.37 @$113.00 $6.88
($113.37)
6.09% 4.48% I 2.17% I $115.84 $5.98
( $115.84 )
-13.08%
Oct. 30, 2025 BO 2.2 $86.58 @$87.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 25, 2024 BO 1.4 $127.00 @$127.00
Feb. 1, 2024 BO 1.3 $120.78 @$121.00

 
 
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