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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
eHealth (EHTH) - NASDAQ Next Earnings Date: Estimated on May 6, 2026
OS Projected Window: May 18, 2026 to May 23, 2026
EVR: 9.0
Avg Daily Volume: 1,137,484    Market Cap: 52.3M
Sector: Financial    Short Interest: 3.44
Live Interactive Chart
Days to Next Earnings: 43 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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
Feb. 25, 2026 AC 8.6 $1.89 @$2.50 $1.00
($1.89)
40.0% -31.21% I -29.62% I $1.33 $1.05
( $1.33 )
5.0%
Nov. 5, 2025 AC 8.2 $4.94 @$5.00 $1.07
($4.94)
21.4% -25.7% O -21.86% O $3.86 $1.22
( $3.86 )
14.02%
Aug. 6, 2025 BO 7.1 $3.27 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 7, 2025 BO 6.0 $4.68 @$5.00
Feb. 26, 2025 BO 6.3 $9.16 @$10.00
Nov. 6, 2024 BO 6.3 $5.09 @$5.00
Feb. 27, 2024 BO 6.8 $7.06 @$7.50
Nov. 8, 2023 AC 7.0 $7.46 @$7.50
Aug. 8, 2023 BO 7.7 $8.99 @$10.00
May 9, 2023 BO 8.0 $6.68 @$7.50

 
 
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