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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sage Therapeutics (SAGE) - NASDAQ Next Earnings Date: OS Estimate: April 30, 2024 BO
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 4.9
Avg Daily Volume: 919,506    Market Cap: 1.16B
Sector: Healthcare    Short Interest: 19.85
Live Interactive Chart
Days to Next Earnings: 32 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 34
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
Feb. 14, 2024 BO 4.5 $23.02 @$22.50 $3.15
($23.02)
14.0% 18.98% O 11.85% I $25.75 $4.60
( $25.75 )
46.03%
Nov. 7, 2023 BO 4.2 $20.61 @$20.00 $3.75
($20.61)
18.75% -12.8% I -4.75% I $19.63 $1.62
( $19.63 )
-56.8%
Aug. 7, 2023 BO 2.3 $36.10 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 2, 2023 BO 2.3 $48.64 @$47.50
Feb. 16, 2023 BO 2.5 $45.11 @$45.00
Nov. 8, 2022 BO 2.5 $33.88 @$35.00
Aug. 2, 2022 BO 2.5 $34.45 @$35.00
May 3, 2022 BO 2.9 $32.60 @$32.50
Feb. 24, 2022 BO 2.8 $32.61 @$32.50
Nov. 2, 2021 BO 2.7 $42.37 @$42.50

 
 
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