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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SentinelOne (S) - NYSE Next Earnings Date: OS Estimate: May 15, 2024 AC
OS Projected Window: May 13, 2024 to May 18, 2024
EVR: 5.7
Avg Daily Volume: 6,960,380    Market Cap: 6.60B
Sector: Technology    Short Interest: 4.09
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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 13, 2024 AC 5.3 $27.94 @$28.00 $6.18
($27.94)
22.07% -18.39% I -16.64% I $23.29 $5.15
( $23.29 )
-16.67%
Dec. 5, 2023 AC 4.8 $20.00 @$20.00 $3.10
($20.00)
15.5% 21.95% O 16.6% O $23.32 $3.45
( $23.32 )
11.29%
Aug. 31, 2023 AC 4.6 $16.63 @$16.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 1, 2023 AC 3.5 $20.72 @$21.00
March 14, 2023 AC 3.5 $14.47 @$14.00
Dec. 6, 2022 AC 3.4 $14.10 @$14.00
Aug. 31, 2022 AC 3.0 $27.31 @$25.00
June 1, 2022 AC 3.0 $24.64 @$25.00
March 15, 2022 AC 2.4 $30.89 @$30.00
Dec. 7, 2021 AC 2.0 $51.04 @$50.00

 
 
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