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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Surmodics (SRDX) - NASDAQ Next Earnings Date: Estimated on May 1, 2024
EVR: 3.0
Avg Daily Volume: 83,944    Market Cap: 394.19M
Sector: Healthcare    Short Interest: 3.94
Live Interactive Chart
Days to Next Earnings: 12 Days
Implied Move Monthly: 16.75%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
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 1, 2024 BO None $0.00 @$25.00 $4.42
($26.39)
16.75% -None% I -None% I $0.00 $0.00
( N/A )
None%
Nov. 8, 2023 BO 3.2 $30.96 @$30.00 $5.43
($30.96)
18.1% 10.43% I 7.36% I $33.24 $3.45
( $33.24 )
-36.46%
Feb. 6, 2023 AC 3.3 $30.19 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2022 BO 3.3 $37.99 @$40.00
April 27, 2022 BO 3.7 $40.39 @$40.00
Feb. 3, 2022 BO 3.4 $46.09 @$45.00
Nov. 10, 2021 BO 3.3 $56.31 @$55.00
Aug. 4, 2021 BO 3.4 $56.37 @$55.00
April 28, 2021 BO 4.0 $58.95 @$60.00
Feb. 9, 2021 BO 3.6 $45.79 @$45.00

 
 
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