Optionslam.com

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

 
Surmodics (SRDX) - NASDAQ Next Earnings Date: OS Estimate: Nov. 5, 2025 BO
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 2.7
Avg Daily Volume: 319,043    Market Cap: 531.8M
Sector: Healthcare    Short Interest: 2.7
Live Interactive Chart
Days to Next Earnings: 68 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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
Aug. 8, 2025 BO 2.9 $35.01 @$35.00 $2.52
($35.01)
7.2% 3.25% I 1.14% I $35.41 $2.40
( $35.41 )
-4.76%
Aug. 7, 2025 BO 3.0 $35.03 @$35.00 $2.30
($35.03)
6.57% 1.91% I -0.05% I $35.01 $2.52
( $35.01 )
9.57%
Aug. 4, 2025 BO 3.1 $36.03 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 30, 2025 BO 3.7 $37.40 @$37.50
April 30, 2025 BO 3.4 $30.93 @$30.00
Jan. 30, 2025 BO 3.9 $35.77 @$35.00
Jan. 29, 2025 AC 4.3 $35.77 @$35.00
Nov. 6, 2024 BO 4.3 $37.66 @$40.00
May 1, 2024 BO 3.3 $25.69 @$25.00
Feb. 1, 2024 BO 2.9 $35.21 @$35.00

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