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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Helen of Troy Limited (HELE) - NASDAQ Next Earnings Date: OS Estimate: July 8, 2026 BO
OS Projected Window: July 6, 2026 to July 11, 2026
EVR: 7.0
Avg Daily Volume: 750,317    Market Cap: 435.1M
Sector: Consumer Goods    Short Interest: 13.69
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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
April 23, 2026 BO 6.7 $19.77 @$20.00 $3.55
($19.77)
17.75% 26.45% O 20.48% O $23.82 $4.25
( $23.82 )
19.72%
Jan. 8, 2026 BO 6.7 $21.08 @$20.00 $3.68
($21.08)
18.4% -14.23% I -2.41% I $20.57 $2.05
( $20.57 )
-44.29%
Oct. 9, 2025 BO 6.6 $27.61 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 24, 2024 BO 4.6 $100.28 @$100.00
Jan. 8, 2024 BO 4.9 $115.98 @$116.00

 
 
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