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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Haemonetics Corporation (HAE) - NYSE Next Earnings Date: OS Estimate: Aug. 6, 2025 BO
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 3.1
Avg Daily Volume: 558,947    Market Cap: 3.4B
Sector: Healthcare    Short Interest: 8.82
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
May 8, 2025 BO 3.2 $64.25 @$65.00 $7.90
($64.25)
12.15% 8.23% I 5.85% I $68.01 $4.53
( $68.01 )
-42.66%
Feb. 6, 2025 BO 3.1 $71.24 @$70.00 $8.32
($71.24)
11.89% -13.77% O -11.58% I $62.99 $7.08
( $62.99 )
-14.9%
Nov. 7, 2024 BO 3.1 $78.16 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 8, 2023 BO 4.3 $88.65 @$90.00
May 11, 2023 BO 4.7 $83.10 @$85.00
Feb. 7, 2023 BO 4.9 $87.76 @$90.00

 
 
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