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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sensata Technologies Holding plc (ST) - NYSE Next Earnings Date: OS Estimate: July 23, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 3.2
Avg Daily Volume: 2,414,874    Market Cap: 5.37B
Sector: Technology    Short Interest: 5.22
Live Interactive Chart
Days to Next Earnings: 72 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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 29, 2024 AC 2.7 $35.76 @$35.00 $2.70
($35.76)
7.71% 19.91% O 7.13% I $38.31 $4.48
( $38.31 )
65.93%
Feb. 6, 2024 BO 2.5 $36.12 @$35.00 $1.98
($36.12)
5.66% -10.74% O -8.47% O $33.06 $2.48
( $33.06 )
25.25%
Oct. 31, 2023 BO 2.4 $34.10 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 25, 2023 BO 2.3 $46.48 @$45.00
April 25, 2023 BO 2.2 $47.87 @$50.00
Jan. 31, 2023 BO 1.9 $45.88 @$45.00
Oct. 25, 2022 BO 1.9 $41.62 @$40.00
July 26, 2022 BO 1.8 $43.96 @$45.00
April 26, 2022 BO 1.7 $48.73 @$50.00
Feb. 1, 2022 BO 1.7 $57.36 @$55.00

 
 
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