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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Select Medical Holdings Corporation (SEM) - NYSE Next Earnings Date: Estimated on May 2, 2024
OS Projected Window: May 20, 2024 to May 25, 2024
EVR: 2.8
Avg Daily Volume: 493,265    Market Cap: 3.87B
Sector: Healthcare    Short Interest: 3.82
Live Interactive Chart
Days to Next Earnings: 13 Days
Implied Move Monthly: 11.92%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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 2, 2024 AC None $0.00 @$25.00 $3.15
($26.43)
11.92% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 22, 2024 AC 3.1 $25.95 @$25.00 $3.35
($25.95)
13.4% 10.86% I 9.82% I $28.50 $3.60
( $28.50 )
7.46%
Nov. 2, 2023 AC 3.1 $23.00 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 AC 3.5 $30.44 @$30.00
May 4, 2023 AC 3.6 $29.02 @$30.00
Feb. 24, 2023 AC 3.8 $27.57 @$30.00
Nov. 3, 2022 AC 3.4 $23.74 @$22.50
Aug. 4, 2022 AC 3.3 $27.15 @$25.00
May 5, 2022 AC 3.6 $22.55 @$22.50
Feb. 24, 2022 AC 3.7 $23.49 @$22.50

 
 
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