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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Surgery Partners (SGRY) - NASDAQ Next Earnings Date: Estimated on May 11, 2026
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 4.2
Avg Daily Volume: 2,019,620    Market Cap: 2.8B
Sector: None    Short Interest: 11.06
Live Interactive Chart
Days to Next Earnings: 54 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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 3.7 $15.88 @$15.00 $2.33
($15.88)
15.53% -22.85% O -12.34% I $13.92 $1.77
( $13.92 )
-24.03%
Nov. 10, 2025 BO 3.1 $21.50 @$22.50 $2.07
($21.50)
9.2% -25.81% O -25.39% O $16.04 $6.45
( $16.04 )
211.59%
Aug. 5, 2025 BO 3.2 $22.21 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 26, 2024 BO 3.7 $33.04 @$35.00
Nov. 7, 2023 BO 3.4 $24.81 @$25.00

 
 
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