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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Surgery Partners (SGRY) - NASDAQ Next Earnings Date: Estimated on April 29, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 3.6
Avg Daily Volume: 1,005,188    Market Cap: 3.95B
Sector: None    Short Interest: 14.77
Live Interactive Chart
Days to Next Earnings: 32 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 34
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
Feb. 26, 2024 BO 3.7 $33.04 @$35.00 $4.15
($33.04)
11.86% -9.38% I -8.59% I $30.20 $6.00
( $30.20 )
44.58%
Nov. 7, 2023 BO 3.4 $24.81 @$25.00 $3.65
($24.81)
14.6% 18.17% O 13.98% I $28.28 $5.03
( $28.28 )
37.81%
Aug. 1, 2023 BO 3.6 $38.63 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 1, 2023 AC 3.7 $39.37 @$40.00
March 1, 2023 BO 4.1 $33.45 @$35.00
Nov. 8, 2022 BO 4.6 $25.25 @$25.00
Aug. 2, 2022 BO 4.6 $37.55 @$40.00
May 3, 2022 BO 4.6 $51.22 @$50.00
Feb. 28, 2022 AC 4.7 $52.27 @$50.00
Nov. 2, 2021 AC 4.5 $41.05 @$40.00

 
 
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