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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SEMrush Holdings (SEMR) - NYSE Next Earnings Date: OS Estimate: March 3, 2025 AC
OS Projected Window: March 3, 2025 to March 8, 2025
EVR: 4.9
Avg Daily Volume: 362,910    Market Cap: 1.93B
Sector: None    Short Interest: 5.3
Live Interactive Chart
Days to Next Earnings: 101 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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. 7, 2024 AC 5.0 $14.28 @$15.00 $0.60
($14.28)
4.0% -15.61% O -7.14% O $13.26 $3.15
( $13.26 )
425.0%
May 6, 2024 AC 5.0 $13.18 @$12.50 $1.98
($13.18)
15.84% 12.29% I 11.15% I $14.65 $3.12
( $14.65 )
57.58%
March 4, 2024 AC 4.4 $13.00 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 1, 2023 AC 4.4 $7.61 @$7.50
Aug. 3, 2023 AC 4.6 $10.18 @$10.00
May 8, 2023 AC 3.9 $9.84 @$10.00
March 13, 2023 AC 4.0 $7.95 @$7.50
Nov. 14, 2022 AC 3.8 $11.49 @$12.50
Aug. 10, 2022 AC 4.4 $13.89 @$15.00
May 10, 2022 AC 0.4 $8.96 @$10.00

 
 
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