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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
U.S. Physical Therapy (USPH) - NYSE Next Earnings Date: Estimated on May 7, 2024
EVR: 3.2
Avg Daily Volume: 69,098    Market Cap: 1.57B
Sector: Healthcare    Short Interest: 6.62
Live Interactive Chart
Days to Next Earnings: 18 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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 3, 2023 AC 3.6 $106.38 @$105.00 $6.97
($106.38)
6.64% 3.4% I 1.98% I $108.49 $6.90
( $108.49 )
-1.0%
Feb. 22, 2023 AC 3.8 $99.17 @$100.00 $8.25
($99.17)
8.25% -4.19% I 0.77% I $99.94 $6.88
( $99.94 )
-16.61%
Aug. 4, 2022 BO 3.0 $126.87 @$125.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 5, 2022 BO 3.3 $106.73 @$105.00
Feb. 24, 2022 BO 3.6 $96.66 @$95.00
Nov. 4, 2021 BO 3.7 $113.02 @$115.00
Aug. 5, 2021 BO 3.8 $118.00 @$120.00
May 6, 2021 BO 4.0 $112.45 @$110.00
Feb. 25, 2021 BO 3.5 $141.60 @$140.00
Nov. 5, 2020 BO 3.1 $84.47 @$85.00

 
 
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