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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
eHealth (EHTH) - NASDAQ Next Earnings Date: OS Estimate: Nov. 3, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 8.5
Avg Daily Volume: 296,936    Market Cap: 54.9M
Sector: Financial Services    Short Interest: 5.78
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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. 4, 2026 AC 9.1 $1.42 @$2.50 $1.40
($1.42)
56.0% -11.26% I -11.26% I $1.26 $1.30
( $1.26 )
-7.14%
May 6, 2026 AC 9.0 $2.00 @$2.50 $0.75
($2.00)
30.0% -18.0% I -6.99% I $1.86 $0.82
( $1.86 )
9.33%
Feb. 25, 2026 AC 8.6 $1.89 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 AC 8.2 $4.94 @$5.00
Aug. 6, 2025 BO 7.1 $3.27 @$2.50
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

 
 
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