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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
D (HEPS) - NASDAQ Next Earnings Date: Estimated on April 8, 2025
EVR: 0.1
Avg Daily Volume: 695,323    Market Cap: 892.0M
Sector: None    Short Interest: 0.48
Live Interactive Chart
Implied Move Monthly: 20.00%       Expires on: April 17, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 2
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
April 1, 2025 BO None $2.85 @$2.50 $0.50
($2.85)
20.0% -1.4% I -0.7% I $2.83 $0.55
( $2.83 )
10.0%
March 25, 2025 BO 0.0 $3.04 @$2.50 $0.82
($3.04)
32.8% 1.64% I 0.65% I $3.06 $0.60
( $3.06 )
-26.83%

 
 
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