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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sanderson Farms (SAFM) - NASDAQ Next Earnings Date: OS Estimate: Aug. 25, 2022 BO
OS Projected Window: Aug. 22, 2022 to Aug. 27, 2022
EVR: 1.5
Avg Daily Volume: 286,540    Market Cap: 4.65B
Sector: Consumer Goods    Short Interest: 5.41
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
Earnings Date 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 26, 2022 BO $193.75 @$195.00 $7.47
($193.75)
3.83% 2.0% I 0.38% I $194.49 $8.05
( $194.49 )
7.76%
Feb. 17, 2022 BO $181.93 @$180.00 $3.20
($181.93)
1.78% -1.56% I -0.51% I $180.99 $3.60
( $180.99 )
12.5%
Aug. 26, 2021 BO $193.62 @$195.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 27, 2021 BO $166.90 @$165.00
Feb. 25, 2021 BO $152.17 @$150.00
Dec. 17, 2020 BO $141.09 @$140.00
Aug. 27, 2020 BO $116.02 @$115.00
May 28, 2020 BO $140.22 @$140.00
Feb. 27, 2020 BO $126.06 @$125.00
Dec. 19, 2019 BO $167.13 @$165.00

 
 
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