Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Surgery Partners (SGRY) - NASDAQ Next Earnings Date: OS Estimate: Aug. 5, 2025 BO
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 3.2
Avg Daily Volume: 1,811,690    Market Cap: 2.8B
Sector: None    Short Interest: 7.34
Live Interactive Chart
Days to Next Earnings: 34 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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 12, 2025 BO 3.4 $22.16 @$22.50 $3.92
($22.16)
17.42% 5.91% I 4.96% I $23.26 $2.92
( $23.26 )
-25.51%
March 3, 2025 BO 3.7 $24.08 @$25.00 $1.60
($24.08)
6.4% 4.02% I -0.33% I $24.00 $1.25
( $24.00 )
-21.88%
Nov. 12, 2024 BO 3.7 $31.43 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 1, 2023 BO 3.6 $38.63 @$40.00
May 1, 2023 AC 3.7 $39.37 @$40.00
March 1, 2023 BO 4.1 $33.45 @$35.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US