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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Semler Scientific (SMLR) - NASDAQ Next Earnings Date: OS Estimate: July 31, 2025 AC
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 3.9
Avg Daily Volume: 1,069,562    Market Cap: 456.1M
Sector: Healthcare    Short Interest: 12.73
Live Interactive Chart
Days to Next Earnings: 56 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 2
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 13, 2025 AC 3.9 $36.70 @$35.00 $7.42
($36.70)
21.2% -12.47% I -11.33% I $32.54 $6.95
( $32.54 )
-6.33%
Feb. 18, 2025 AC 4.2 $50.72 @$50.00 $10.25
($50.72)
20.5% 6.19% I 2.95% I $52.22 $8.98
( $52.22 )
-12.39%

 
 
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