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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Semler Scientific (SMLR) - NASDAQ Next Earnings Date: Estimated on May 5, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 3.9
Avg Daily Volume: 410,646    Market Cap: 456.1M
Sector: Healthcare    Short Interest: 12.73
Live Interactive Chart
Days to Next Earnings: 34 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 1
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
Feb. 18, 2025 AC 4.2 $50.72 @$50.00 $10.25
($50.72)
20.5% 6.19% I 2.95% I $52.22 $8.98
( $52.22 )
-12.39%

 
 
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