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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sage Therapeutics (SAGE) - NASDAQ Next Earnings Date: OS Estimate: Nov. 5, 2025 AC
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 4.5
Avg Daily Volume: 3,199,508    Market Cap: 580.5M
Sector: Healthcare    Short Interest: 4.49
Live Interactive Chart
Days to Next Earnings: 88 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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
July 30, 2025 AC 4.8 $8.68 @$7.50 $1.20
($8.68)
16.0% 0.0% I 0.0% I $8.68 $0.00
( $8.68 )
-100.0%
April 29, 2025 AC 5.0 $7.60 @$7.50 $0.40
($7.60)
5.33% -4.86% I -4.07% I $7.29 $0.65
( $7.29 )
62.5%
Feb. 11, 2025 AC 5.3 $7.19 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 29, 2024 AC 5.2 $8.48 @$7.50
July 31, 2024 AC 4.9 $10.95 @$10.00
April 25, 2024 BO 4.9 $14.00 @$15.00
Feb. 14, 2024 BO 4.5 $23.02 @$22.50
Nov. 7, 2023 BO 4.2 $20.61 @$20.00
Aug. 7, 2023 BO 2.3 $36.10 @$35.00
May 2, 2023 BO 2.3 $48.64 @$47.50

 
 
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