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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Trex Company (TREX) - NYSE Next Earnings Date: OS Estimate: Nov. 2, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 3.8
Avg Daily Volume: 1,815,843    Market Cap: 4.7B
Sector: Industrials    Short Interest: 9.78
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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. 4, 2026 BO 3.8 $44.83 @$45.00 $4.95
($44.83)
11.0% 7.94% I 4.88% I $47.02 $4.62
( $47.02 )
-6.67%
May 7, 2026 BO 3.7 $39.91 @$40.00 $4.92
($39.91)
12.3% 11.37% I -1.8% I $39.19 $2.35
( $39.19 )
-52.24%
Feb. 24, 2026 AC 3.6 $41.45 @$42.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 4, 2025 AC 2.9 $47.04 @$47.50
Aug. 4, 2025 AC 3.3 $64.30 @$65.00
May 8, 2025 AC 3.5 $58.30 @$57.50
Feb. 24, 2025 AC 3.7 $61.67 @$62.50
Oct. 28, 2024 AC 4.0 $66.51 @$67.50
Aug. 6, 2024 AC 3.5 $76.56 @$75.00
May 9, 2024 AC 3.4 $93.41 @$95.00

 
 
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