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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Surgery Partners (SGRY) - NASDAQ Next Earnings Date: OS Estimate: Aug. 4, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 4.1
Avg Daily Volume: 1,602,217    Market Cap: 1.9B
Sector: None    Short Interest: 12.24
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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
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 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 26, 2024 BO 3.7 $33.04 @$35.00

 
 
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