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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Merlin (MRLN) - NASDAQ Next Earnings Date: OS Estimate: July 30, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 2.6
Avg Daily Volume: 3,294,191    Market Cap: 279.2M
Sector: Financial    Short Interest: 0.1
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
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
May 14, 2026 BO 2.6 $7.79 @$7.50 $2.12
($7.79)
28.27% -16.68% I -9.37% I $7.06 $2.00
( $7.06 )
-5.66%
Jan. 27, 2022 AC 3.1 $23.49 @$22.50 $1.00
($23.49)
4.26% 0.0% 0.0% $23.49 $0.00
( N/A )
None%
Oct. 28, 2021 AC 3.3 $22.49 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 29, 2021 AC 3.4 $22.69 @$22.50
April 29, 2021 AC 3.9 $22.12 @$22.50
Jan. 28, 2021 AC 3.3 $11.95 @$12.50
Oct. 29, 2020 AC 3.1 $7.01 @$7.50
July 30, 2020 AC 2.9 $7.74 @$7.50
May 2, 2019 AC 3.3 $21.01 @$20.00
Jan. 31, 2019 AC 2.6 $22.19 @$22.50

 
 
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