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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
STAAR Surgical Company (STAA) - NASDAQ Next Earnings Date: OS Estimate: Aug. 6, 2025 AC
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 3.9
Avg Daily Volume: 825,686    Market Cap: 1.1B
Sector: Healthcare    Short Interest: 7.41
Live Interactive Chart
Days to Next Earnings: 37 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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 7, 2025 AC 4.1 $19.44 @$20.00 $3.38
($19.44)
16.9% -5.86% I 0.46% I $19.53 $1.67
( $19.53 )
-50.59%
Feb. 19, 2025 AC 4.7 $17.77 @$17.50 $2.42
($17.77)
13.83% -5.57% I -5.17% I $16.85 $2.35
( $16.85 )
-2.89%
Oct. 30, 2024 AC 4.9 $29.49 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 2, 2023 AC 4.6 $52.30 @$52.50
May 3, 2023 AC 4.6 $70.09 @$70.00
Feb. 21, 2023 AC 4.5 $67.53 @$70.00

 
 
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