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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Simulations Plus (SLP) - NASDAQ Next Earnings Date: OS Estimate: June 11, 2025 AC
OS Projected Window: June 9, 2025 to June 14, 2025
EVR: 4.5
Avg Daily Volume: 385,605    Market Cap: 728.8M
Sector: Technology    Short Interest: 7.07
Live Interactive Chart
Days to Next Earnings: 47 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
April 3, 2025 AC 4.6 $23.82 @$25.00 $3.80
($23.82)
15.2% 9.23% I 7.8% I $25.68 $2.42
( $25.68 )
-36.32%
Jan. 7, 2025 AC 4.1 $30.39 @$30.00 $3.72
($30.39)
12.4% -21.02% O -7.17% I $28.21 $3.15
( $28.21 )
-15.32%
April 3, 2024 AC 3.5 $38.46 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 3, 2024 AC 3.8 $43.18 @$45.00
Oct. 25, 2023 AC 3.5 $39.11 @$40.00
July 6, 2023 AC 3.9 $41.29 @$40.00
April 5, 2023 AC 4.1 $41.83 @$40.00
Jan. 4, 2023 AC 4.1 $37.63 @$40.00
July 6, 2022 AC 4.1 $51.28 @$50.00
April 6, 2022 AC 4.1 $47.80 @$50.00

 
 
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