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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Simulations Plus (SLP) - NASDAQ Next Earnings Date: Estimated on April 2, 2026
OS Projected Window: April 6, 2026 to April 11, 2026
EVR: 5.2
Avg Daily Volume: 424,886    Market Cap: 344.8M
Sector: Technology    Short Interest: 5.56
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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
Jan. 8, 2026 AC 5.4 $18.05 @$17.50 $2.12
($18.05)
12.11% -11.35% I 8.58% I $19.60 $2.40
( $19.60 )
13.21%
Dec. 1, 2025 AC 5.0 $17.11 @$17.50 $2.83
($17.11)
16.17% 19.87% O 14.14% I $19.53 $2.70
( $19.53 )
-4.59%
July 14, 2025 AC 4.5 $17.47 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 6, 2023 AC 3.9 $41.29 @$40.00
April 5, 2023 AC 4.1 $41.83 @$40.00

 
 
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