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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Surmodics (SRDX) - NASDAQ Next Earnings Date: OS Estimate: Feb. 4, 2026 BO
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 3.1
Avg Daily Volume: 0    Market Cap: 383.0M
Sector: Healthcare    Short Interest: 2.8
Live Interactive Chart
Days to Next Earnings: 12 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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 3.6 $35.01 @$35.00 $2.52
($35.01)
7.2% 3.25% I 1.14% I $35.41 $2.40
( $35.41 )
-4.76%
April 30, 2025 BO 3.4 $30.93 @$30.00 $1.45
($30.93)
4.83% -15.93% O -9.44% O $28.01 $4.72
( $28.01 )
225.52%
Jan. 30, 2025 BO 3.9 $35.77 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2024 BO 4.2 $37.66 @$40.00
May 1, 2024 BO 3.3 $25.69 @$25.00
Feb. 1, 2024 BO 2.9 $35.21 @$35.00
Nov. 8, 2023 BO 2.7 $30.96 @$30.00
Aug. 2, 2023 BO 2.5 $31.18 @$30.00
April 26, 2023 BO 2.9 $23.86 @$25.00
Feb. 6, 2023 AC 3.3 $30.19 @$30.00

 
 
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