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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SandRidge Energy (SD) - NYSE Next Earnings Date: Estimate: July 31, 2024 AC
EVR: 2.5
Avg Daily Volume: 318,082    Market Cap: 514.22M
Sector: Basic Materials    Short Interest: 3.02
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
March 6, 2024 AC 2.9 $13.06 @$12.50 $0.93
($13.06)
7.44% 4.59% I 4.44% I $13.64 $1.30
( $13.64 )
39.78%
Nov. 6, 2023 AC 3.4 $15.46 @$15.00 $1.05
($15.46)
7.0% -5.56% I -5.3% I $14.64 $0.75
( $14.64 )
-28.57%
Aug. 2, 2023 AC 3.7 $16.64 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 4, 2023 AC 3.9 $13.11 @$12.50
March 15, 2023 AC 4.2 $13.06 @$12.50
Nov. 2, 2022 AC 4.6 $18.61 @$17.50
Aug. 3, 2022 AC 4.9 $17.48 @$17.50
May 4, 2022 AC 5.3 $20.45 @$20.00
March 9, 2022 AC 5.7 $15.19 @$15.00
Nov. 9, 2021 AC 5.7 $14.18 @$15.00

 
 
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