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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
STAAR Surgical Company (STAA) - NASDAQ Next Earnings Date: OS Estimate: May 6, 2026 AC
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 2.8
Avg Daily Volume: 1,535,792    Market Cap: 914.0M
Sector: Healthcare    Short Interest: 11.58
Live Interactive Chart
Days to Next Earnings: 43 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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
March 3, 2026 AC 3.0 $18.92 @$20.00 $3.68
($18.92)
18.4% -7.18% I 1.58% I $19.22 $2.22
( $19.22 )
-39.67%
Nov. 5, 2025 AC 3.3 $25.25 @$25.00 $4.72
($25.25)
18.88% 6.09% I 5.46% I $26.63 $5.30
( $26.63 )
12.29%
Aug. 6, 2025 AC 3.9 $26.90 @$27.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 7, 2025 AC 4.1 $19.44 @$20.00
Feb. 19, 2025 AC 4.7 $17.77 @$17.50
Oct. 30, 2024 AC 4.9 $29.49 @$30.00
Aug. 7, 2024 AC 5.0 $36.35 @$37.50
May 7, 2024 AC 4.9 $46.65 @$47.50
Feb. 26, 2024 AC 4.9 $31.75 @$32.50
Nov. 1, 2023 AC 4.7 $43.32 @$42.50

 
 
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