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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Allegro MicroSystems (ALGM) - NASDAQ Next Earnings Date: OS Estimate: May 7, 2026 BO
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 4.0
Avg Daily Volume: 3,044,493    Market Cap: 4.9B
Sector: None    Short Interest: 5.35
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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
Jan. 29, 2026 BO 3.8 $34.55 @$35.00 $4.90
($34.55)
14.0% 15.45% O 9.92% I $37.98 $5.02
( $37.98 )
2.45%
Oct. 30, 2025 BO 3.7 $30.74 @$30.00 $4.78
($30.74)
15.93% 10.08% I -1.52% I $30.27 $3.27
( $30.27 )
-31.59%
July 31, 2025 BO 3.7 $33.87 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 1, 2024 BO 2.8 $25.94 @$25.00
Nov. 2, 2023 BO 2.7 $25.76 @$25.00

 
 
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