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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Aldeyra Therapeutics (ALDX) - NASDAQ Next Earnings Date: OS Estimate: Aug. 6, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 1.8
Avg Daily Volume: 1,794,688    Market Cap: 101.9M
Sector: Healthcare    Short Interest: 9.41
Live Interactive Chart
Days to Next Earnings: 7 Days
Implied Move Weekly: 9.32%       Expires on: Aug. 7, 2026
Implied Move Monthly: 54.66%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 23
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
Aug. 6, 2026 AC None $0.00 @$1.50 $0.88
($1.61)
54.66% -None% -None% $0.00 $0.00
( N/A )
None%
May 7, 2026 AC 2.1 $1.73 @$1.50 $0.38
($1.73)
25.33% 2.31% I 0.0% $1.73 $0.25
( $1.73 )
-34.21%
Feb. 27, 2026 AC None $0.00 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 AC 2.3 $4.93 @$5.00
Aug. 7, 2025 AC 2.5 $5.17 @$5.00
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

 
 
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