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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Helmerich & Payne (HP) - NYSE Next Earnings Date: OS Estimate: July 30, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 3.7
Avg Daily Volume: 1,158,660    Market Cap: 4.0B
Sector: Basic Materials    Short Interest: 8.03
Live Interactive Chart
Days to Next Earnings: 79 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
May 7, 2026 BO 3.5 $39.83 @$40.00 $2.65
($39.83)
6.62% -11.04% O -7.35% O $36.90 $4.08
( $36.90 )
53.96%
Feb. 5, 2026 BO 3.5 $36.41 @$37.50 $3.15
($36.41)
8.4% -9.09% O -5.16% I $34.53 $3.90
( $34.53 )
23.81%
Nov. 18, 2025 BO 3.3 $27.61 @$27.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2025 BO 3.4 $15.49 @$15.00
May 7, 2025 AC None $19.00 @$20.00
Feb. 6, 2025 BO 3.0 $33.19 @$32.50
Nov. 14, 2024 BO 3.0 $36.20 @$35.00
July 25, 2024 BO 2.8 $37.75 @$37.50
April 25, 2024 BO 2.8 $42.43 @$42.50
Jan. 30, 2024 BO 2.5 $36.26 @$37.50

 
 
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