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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
MSC Industrial Direct Company (MSM) - NYSE Next Earnings Date: OS Estimate: April 1, 2026 BO
OS Projected Window: March 30, 2026 to April 4, 2026
EVR: 2.0
Avg Daily Volume: 644,207    Market Cap: 4.7B
Sector: Services    Short Interest: 7.2
Live Interactive Chart
Days to Next Earnings: 33 Days

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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 1.9 $84.94 @$85.00 $4.72
($84.94)
5.55% -7.22% O -4.54% I $81.08 $4.95
( $81.08 )
4.87%
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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