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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Simulations Plus (SLP) - NASDAQ Next Earnings Date: Estimate: July 5, 2024 AC
EVR: 3.5
Avg Daily Volume: 122,367    Market Cap: 855.99M
Sector: Technology    Short Interest: 9.94
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 29
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
Jan. 3, 2024 AC 3.8 $43.18 @$45.00 $5.08
($43.18)
11.29% -6.04% I -5.0% I $41.02 $4.12
( $41.02 )
-18.9%
Oct. 25, 2023 AC 3.5 $39.11 @$40.00 $3.95
($39.11)
9.88% -15.44% O -14.7% O $33.36 $6.55
( $33.36 )
65.82%
July 6, 2023 AC 3.9 $41.29 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 5, 2023 AC 4.1 $41.83 @$40.00
Jan. 4, 2023 AC 4.1 $37.63 @$40.00
July 6, 2022 AC 4.1 $51.28 @$50.00
April 6, 2022 AC 4.1 $47.80 @$50.00
Jan. 6, 2022 AC 3.8 $45.88 @$45.00
Oct. 25, 2021 AC 3.8 $41.57 @$40.00
July 12, 2021 AC 3.5 $53.40 @$55.00

 
 
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