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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Surgery Partners (SGRY) - NASDAQ Next Earnings Date: OS Estimate: March 4, 2025 BO
OS Projected Window: March 3, 2025 to March 8, 2025
EVR: 3.7
Avg Daily Volume: 1,043,382    Market Cap: 3.95B
Sector: None    Short Interest: 14.77
Live Interactive Chart
Days to Next Earnings: 102 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 36
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. 12, 2024 BO 3.7 $31.43 @$30.00 $5.10
($31.43)
17.0% -12.24% I -5.91% I $29.57 $4.10
( $29.57 )
-19.61%
Aug. 6, 2024 BO 3.9 $28.72 @$30.00 $5.25
($28.72)
17.5% -10.23% I 3.2% I $29.64 $3.30
( $29.64 )
-37.14%
May 7, 2024 BO 3.6 $25.60 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 26, 2024 BO 3.7 $33.04 @$35.00
Nov. 7, 2023 BO 3.4 $24.81 @$25.00
Aug. 1, 2023 BO 3.6 $38.63 @$40.00
May 1, 2023 AC 3.7 $39.37 @$40.00
March 1, 2023 BO 4.1 $33.45 @$35.00
Nov. 8, 2022 BO 4.6 $25.25 @$25.00
Aug. 2, 2022 BO 4.6 $37.55 @$40.00

 
 
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