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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SEMrush Holdings (SEMR) - NYSE Next Earnings Date: OS Estimate: March 3, 2026 AC
OS Projected Window: March 2, 2026 to March 7, 2026
EVR: 5.4
Avg Daily Volume: 3,387,760    Market Cap: 1.1B
Sector: None    Short Interest: 4.65
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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
Nov. 5, 2025 AC 5.4 $7.51 @$7.50 $1.07
($7.51)
14.27% -12.64% I -4.26% I $7.19 $0.88
( $7.19 )
-17.76%
Aug. 4, 2025 AC 5.3 $9.21 @$10.00 $1.40
($9.21)
14.0% -22.9% O -20.73% O $7.30 $2.70
( $7.30 )
92.86%
May 7, 2025 AC 5.4 $10.22 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 3, 2023 AC 4.6 $10.18 @$10.00
May 8, 2023 AC 3.9 $9.84 @$10.00

 
 
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