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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
MSC Industrial Direct Company (MSM) - NYSE Next Earnings Date: OS Estimate: July 1, 2026 BO
OS Projected Window: June 29, 2026 to July 4, 2026
EVR: 2.0
Avg Daily Volume: 714,330    Market Cap: 5.5B
Sector: Services    Short Interest: 4.92
Live Interactive Chart
Days to Next Earnings: 26 Days
Implied Move Monthly: 10.10%       Expires on: July 17, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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
July 1, 2026 BO None $0.00 @$115.00 $11.82
($116.98)
10.1% -None% -None% $0.00 $0.00
( N/A )
None%
April 1, 2026 BO 2.0 $92.27 @$90.00 $7.38
($92.27)
8.2% -5.19% I -0.78% I $91.55 $4.93
( $91.55 )
-33.2%
Jan. 7, 2026 BO 1.9 $84.94 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 23, 2025 BO 1.9 $87.04 @$85.00
July 1, 2025 BO 1.8 $85.02 @$85.00
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

 
 
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