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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SEMrush Holdings (SEMR) - NYSE Next Earnings Date: OS Estimate: Aug. 26, 2026 AC
OS Projected Window: Aug. 24, 2026 to Aug. 29, 2026
EVR: 4.3
Avg Daily Volume: 1,243,820    Market Cap: 1.8B
Sector: None    Short Interest: 3.48
Live Interactive Chart
Days to Next Earnings: 97 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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
March 2, 2026 AC 4.9 $11.80 @$12.50 $2.40
($11.80)
19.2% 1.1% I 1.1% I $11.93 $1.85
( $11.93 )
-22.92%
Feb. 25, 2026 AC 5.4 $11.81 @$12.50 $1.43
($11.81)
11.44% -0.16% I 0.0% $11.81 $1.43
( $11.81 )
0.0%
Nov. 5, 2025 AC 5.4 $7.51 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 4, 2025 AC 5.3 $9.21 @$10.00
May 7, 2025 AC 5.4 $10.22 @$10.00
Feb. 26, 2025 AC 4.9 $15.09 @$15.00
Nov. 7, 2024 AC 5.0 $14.28 @$15.00
May 6, 2024 AC 5.0 $13.18 @$12.50
March 4, 2024 AC 4.4 $13.00 @$12.50
Nov. 1, 2023 AC 4.4 $7.61 @$7.50

 
 
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