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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Simulations Plus (SLP) - NASDAQ Next Earnings Date: OS Estimate: Aug. 12, 2026 AC
OS Projected Window: Aug. 10, 2026 to Aug. 15, 2026
EVR: 5.0
Avg Daily Volume: 656,871    Market Cap: 371.0M
Sector: Technology    Short Interest: 8.8
Live Interactive Chart
Days to Next Earnings: 19 Days

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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
July 9, 2026 AC 5.5 $18.34 @$17.50 $1.38
($18.34)
7.89% -0.65% I -0.54% I $18.24 $0.88
( $18.24 )
-36.23%
April 9, 2026 AC 5.2 $12.99 @$12.50 $2.08
($12.99)
16.64% 19.78% O 0.38% I $13.04 $1.43
( $13.04 )
-31.25%
Jan. 8, 2026 AC 5.4 $18.05 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 1, 2025 AC 5.0 $17.11 @$17.50
July 14, 2025 AC 4.5 $17.47 @$17.50
April 3, 2025 AC 4.6 $23.82 @$25.00
Jan. 7, 2025 AC 4.1 $30.39 @$30.00
April 3, 2024 AC 3.5 $38.46 @$40.00
Jan. 3, 2024 AC 3.8 $43.18 @$45.00
Oct. 25, 2023 AC 3.5 $39.11 @$40.00

 
 
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