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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Helen of Troy Limited (HELE) - NASDAQ Next Earnings Date: OS Estimate: Jan. 6, 2027 BO
OS Projected Window: Jan. 4, 2027 to Jan. 9, 2027
EVR: 6.8
Avg Daily Volume: 646,834    Market Cap: 675.7M
Sector: Consumer Defensive    Short Interest: 10.84
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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
Oct. 8, 2026 BO 6.8 $25.55 @$25.00 $4.32
($25.55)
17.28% 25.16% O 3.91% I $26.55 $2.60
( $26.55 )
-39.81%
July 8, 2026 BO 7.0 $28.04 @$30.00 $4.90
($28.04)
16.33% -10.37% I -10.19% I $25.18 $4.52
( $25.18 )
-7.76%
April 23, 2026 BO 6.7 $19.77 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 8, 2026 BO 6.7 $21.08 @$20.00
Oct. 9, 2025 BO 6.6 $27.61 @$30.00
July 10, 2025 BO 6.0 $31.00 @$30.00
April 24, 2025 BO 5.7 $34.12 @$35.00
Jan. 9, 2025 BO 5.8 $58.97 @$60.00
Oct. 9, 2024 BO 5.4 $62.37 @$60.00
July 9, 2024 BO 4.8 $89.01 @$90.00

 
 
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