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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Surgery Partners (SGRY) - NASDAQ Next Earnings Date: OS Estimate: Nov. 3, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 4.0
Avg Daily Volume: 2,409,395    Market Cap: 1.8B
Sector: Healthcare    Short Interest: 9.66
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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
Aug. 10, 2026 BO 4.1 $15.53 @$15.00 $2.20
($15.53)
14.67% 5.98% I 2.7% I $15.95 $1.18
( $15.95 )
-46.36%
May 5, 2026 BO 4.2 $14.20 @$15.00 $2.30
($14.20)
15.33% 6.4% I 0.42% I $14.26 $1.23
( $14.26 )
-46.52%
March 2, 2026 AC 3.7 $15.88 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 10, 2025 BO 3.1 $21.50 @$22.50
Aug. 5, 2025 BO 3.2 $22.21 @$22.50
May 12, 2025 BO 3.4 $22.16 @$22.50
March 3, 2025 BO 3.7 $24.08 @$25.00
Nov. 12, 2024 BO 3.7 $31.43 @$30.00
Aug. 6, 2024 BO 3.9 $28.72 @$30.00
May 7, 2024 BO 3.6 $25.60 @$25.00

 
 
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