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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SLM Corporation (SLM) - NASDAQ Next Earnings Date: OS Estimate: July 24, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 2.5
Avg Daily Volume: 1,760,202    Market Cap: 4.55B
Sector: Financial    Short Interest: 6.69
Live Interactive Chart
Days to Next Earnings: 51 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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
April 24, 2024 AC 2.7 $22.10 @$22.00 $1.75
($22.10)
7.95% -2.89% I -0.76% I $21.93 $1.12
( $21.93 )
-36.0%
Jan. 24, 2024 AC 2.8 $19.20 @$19.00 $1.38
($19.20)
7.26% 6.87% I 3.43% I $19.86 $1.27
( $19.86 )
-7.97%
Oct. 25, 2023 AC 3.0 $12.99 @$13.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 AC 3.0 $16.26 @$16.00
April 26, 2023 AC 3.0 $14.66 @$15.00
Feb. 1, 2023 AC 2.9 $17.79 @$18.00
Oct. 26, 2022 AC 3.1 $15.96 @$16.00
July 27, 2022 AC 2.9 $17.25 @$17.00
April 27, 2022 AC 3.2 $16.34 @$16.00
Jan. 26, 2022 AC 3.5 $17.12 @$17.00

 
 
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