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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Surmodics (SRDX) - NASDAQ Next Earnings Date: Estimated on Nov. 13, 2025
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 2.1
Avg Daily Volume: 189,271    Market Cap: 383.0M
Sector: Healthcare    Short Interest: 2.8
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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
Nov. 7, 2025 BO 2.2 $26.42 @$27.50 $7.08
($26.42)
25.75% 3.17% I 1.4% I $26.79 $7.15
( $26.79 )
0.99%
Nov. 5, 2025 BO 2.7 $27.50 @$27.50 $7.47
($27.50)
27.16% -5.92% I 0.18% I $27.55 $7.22
( $27.55 )
-3.35%
Aug. 8, 2025 BO 2.9 $35.01 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2025 BO 3.0 $35.03 @$35.00
Aug. 4, 2025 BO 3.1 $36.03 @$35.00
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

 
 
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