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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Haemonetics Corporation (HAE) - NYSE Next Earnings Date: Estimated on May 7, 2026
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 4.6
Avg Daily Volume: 953,001    Market Cap: 2.7B
Sector: Healthcare    Short Interest: 5.19
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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. 5, 2026 BO 4.8 $65.95 @$65.00 $8.60
($65.95)
13.23% -2.97% I -1.41% I $65.02 $4.47
( $65.02 )
-48.02%
Nov. 6, 2025 BO 3.8 $50.72 @$50.00 $8.15
($50.72)
16.3% 33.83% O 32.31% O $67.11 $18.20
( $67.11 )
123.31%
Aug. 7, 2025 BO 3.1 $75.77 @$75.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2025 BO 3.2 $64.25 @$65.00
Feb. 6, 2025 BO 3.1 $71.24 @$70.00
Nov. 7, 2024 BO 3.1 $78.16 @$80.00
Aug. 8, 2024 BO 3.0 $85.72 @$85.00
May 9, 2024 BO 3.3 $93.25 @$95.00
Feb. 8, 2024 BO 3.7 $77.11 @$75.00
Nov. 2, 2023 BO 3.9 $86.39 @$85.00

 
 
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