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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
MSC Industrial Direct Company (MSM) - NYSE Next Earnings Date: OS Estimate: Jan. 7, 2026 BO
OS Projected Window: Jan. 5, 2026 to Jan. 10, 2026
EVR: 1.9
Avg Daily Volume: 637,290    Market Cap: 4.9B
Sector: Services    Short Interest: 5.63
Live Interactive Chart
Days to Next Earnings: 23 Days
Implied Move Monthly: 8.68%       Expires on: Jan. 16, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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
Jan. 7, 2026 BO None $0.00 @$85.00 $7.53
($86.74)
8.68% -None% -None% $0.00 $0.00
( N/A )
None%
Oct. 23, 2025 BO 1.9 $87.04 @$85.00 $6.62
($87.04)
7.79% 5.45% I 3.09% I $89.73 $7.00
( $89.73 )
5.74%
July 1, 2025 BO 1.8 $85.02 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 3, 2025 BO 1.6 $79.28 @$80.00
Jan. 8, 2025 BO 1.5 $79.86 @$80.00
Oct. 24, 2024 BO 1.4 $80.84 @$80.00
July 2, 2024 BO 1.5 $78.23 @$80.00
March 28, 2024 BO 1.5 $99.52 @$100.00
Jan. 9, 2024 BO 1.5 $95.62 @$95.00
Oct. 25, 2023 BO 1.6 $95.42 @$95.00

 
 
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