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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Aldeyra Therapeutics (ALDX) - NASDAQ Next Earnings Date: OS Estimate: May 7, 2026 AC
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 2.0
Avg Daily Volume: 955,385    Market Cap: 329.7M
Sector: Healthcare    Short Interest: 9.25
Live Interactive Chart
Days to Next Earnings: 63 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
March 5, 2026 AC 2.1 $4.65 @$5.00 $3.77
($4.65)
75.4% -5.16% I 3.22% I $4.80 $3.52
( $4.80 )
-6.63%
Nov. 5, 2025 AC 2.3 $4.93 @$5.00 $0.73
($4.93)
14.6% -2.63% I -2.43% I $4.81 $0.88
( $4.81 )
20.55%
Aug. 7, 2025 AC 2.5 $5.17 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 14, 2025 AC 2.8 $2.17 @$2.50
Nov. 7, 2024 AC 3.0 $5.34 @$5.00
Aug. 1, 2024 AC 2.8 $3.71 @$2.50
March 7, 2024 AC 2.9 $3.85 @$5.00
Nov. 3, 2023 AC 2.9 $2.21 @$2.50
Aug. 4, 2023 BO 3.1 $7.92 @$7.50
May 4, 2023 BO 3.3 $10.18 @$10.00

 
 
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