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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Allegro MicroSystems (ALGM) - NASDAQ Next Earnings Date: OS Estimate: Oct. 29, 2026 BO
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 4.2
Avg Daily Volume: 2,777,060    Market Cap: 6.8B
Sector: Technology    Short Interest: 6.88
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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 30, 2026 BO 4.4 $42.21 @$42.50 $9.50
($42.21)
22.35% -9.61% I -1.8% I $41.45 $7.60
( $41.45 )
-20.0%
May 7, 2026 BO 4.0 $51.37 @$52.50 $6.70
($51.37)
12.76% -18.24% O -6.69% I $47.93 $5.95
( $47.93 )
-11.19%
Jan. 29, 2026 BO 3.8 $34.55 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 30, 2025 BO 3.7 $30.74 @$30.00
July 31, 2025 BO 3.7 $33.87 @$35.00
May 8, 2025 BO 3.6 $18.69 @$17.50
Jan. 30, 2025 BO 3.5 $22.85 @$22.50
Oct. 31, 2024 BO 3.6 $22.22 @$22.50
Aug. 1, 2024 BO 3.5 $24.04 @$25.00
May 9, 2024 BO 3.0 $29.36 @$30.00

 
 
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