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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
U.S. Physical Therapy (USPH) - NYSE Next Earnings Date: OS Estimate: July 8, 2026 AC
OS Projected Window: July 6, 2026 to July 11, 2026
EVR: 3.8
Avg Daily Volume: 176,175    Market Cap: 1.2B
Sector: Healthcare    Short Interest: 5.64
Live Interactive Chart
Days to Next Earnings: 57 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 6, 2026 AC 3.4 $73.65 @$75.00 $7.62
($73.65)
10.16% -20.5% O -19.89% O $59.00 $15.60
( $59.00 )
104.72%
Feb. 25, 2026 AC 3.5 $81.68 @$80.00 $9.70
($81.68)
12.12% -9.53% I -2.86% I $79.34 $5.67
( $79.34 )
-41.55%
Nov. 5, 2025 AC 3.1 $88.05 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 7, 2023 AC 3.3 $85.25 @$85.00
Aug. 8, 2023 AC 3.1 $120.02 @$120.00

 
 
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