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Implied Move: ATM Monthly Straddle Tracking Before Earnings   
 
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Symbol EVR Recent Close Avg Volume Earning Date Max One Day Move Implied Move Calculation  
Position Option Cost Implied Move

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STZ 1.6 $248.64 900,960 Oct. 5, 2023 BO 2.28%
April 6, 2023
-3.58%
June 30, 2023
@$247.50 $12.15 4.89%
RPM 2.2 $94.19 612,230 Oct. 4, 2023 BO -5.76%
April 6, 2023
11.8%
July 26, 2023
@$95.00 $5.60 5.95%
MKC 2.2 $74.72 1,170,000 Oct. 3, 2023 BO 13.27%
March 28, 2023
-6.06%
June 29, 2023
@$75.00 $4.65 6.22%
CALM 2.6 $47.52 730,509 Oct. 3, 2023 AC 11.62%
March 28, 2023
5.36%
July 25, 2023
@$47.50 $3.55 7.47%
LW 2.8 $92.23 1,550,000 Oct. 5, 2023 BO 5.3%
April 6, 2023
-8.89%
July 25, 2023
@$92.50 $7.00 7.59%

 
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