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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sotera Health Company (SHC) - NASDAQ Next Earnings Date: OS Estimate: Aug. 7, 2024 BO
OS Projected Window: Aug. 5, 2024 to Aug. 10, 2024
EVR: 3.3
Avg Daily Volume: 1,431,452    Market Cap: 4.11B
Sector: None    Short Interest: 12.07
Live Interactive Chart
Days to Next Earnings: 59 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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
May 2, 2024 BO 3.4 $11.27 @$12.50 $1.67
($11.27)
13.36% -4.61% I -3.19% I $10.91 $1.55
( $10.91 )
-7.19%
Feb. 27, 2024 BO 3.2 $17.06 @$17.50 $1.67
($17.06)
9.54% -14.65% O 1.64% I $17.34 $1.40
( $17.34 )
-16.17%
Nov. 1, 2023 BO 2.8 $12.66 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 BO 2.6 $18.48 @$17.50
May 3, 2023 BO 2.5 $16.27 @$17.50
Feb. 28, 2023 BO 2.7 $17.17 @$17.50
Nov. 2, 2022 BO 2.6 $6.90 @$7.50
Aug. 4, 2022 BO 2.8 $18.14 @$17.50
May 5, 2022 BO 2.9 $20.74 @$20.00
March 1, 2022 BO 3.5 $21.87 @$22.50

 
 
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