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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
U.S. Physical Therapy (USPH) - NYSE Next Earnings Date: OS Estimate: Feb. 24, 2027 AC
OS Projected Window: Feb. 22, 2027 to Feb. 27, 2027
EVR: 4.1
Avg Daily Volume: 188,911    Market Cap: 1.3B
Sector: Healthcare    Short Interest: 8.01
Live Interactive Chart
Days to Next Earnings: 106 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
Nov. 4, 2026 AC 4.0 $89.18 @$90.00 $9.80
($89.18)
10.89% 13.23% O 8.99% I $97.20 $8.32
( $97.20 )
-15.1%
Aug. 5, 2026 AC 3.8 $77.71 @$80.00 $10.22
($77.71)
12.78% -9.09% I -1.6% I $76.46 $6.20
( $76.46 )
-39.33%
May 6, 2026 AC 3.4 $73.65 @$75.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 25, 2026 AC 3.5 $81.68 @$80.00
Nov. 5, 2025 AC 3.1 $88.05 @$90.00
Aug. 6, 2025 AC 2.6 $72.69 @$75.00
May 7, 2025 AC 3.0 $70.96 @$70.00
Feb. 26, 2025 AC 2.7 $87.72 @$90.00
May 7, 2024 AC 2.7 $105.59 @$105.00
Feb. 28, 2024 AC 2.9 $99.87 @$100.00

 
 
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