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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SAP SE ADS (SAP) - NYSE Next Earnings Date: OS Estimate: April 17, 2024 BO
OS Projected Window: April 15, 2024 to April 20, 2024
EVR: 2.0
Avg Daily Volume: 732,668    Market Cap: 224.40B
Sector: Technology    Short Interest: None
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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
Jan. 24, 2024 BO 1.8 $163.38 @$165.00 $9.50
($163.38)
5.76% 7.96% O 6.87% O $174.61 $11.55
( $174.61 )
21.58%
Oct. 19, 2023 BO 2.1 $127.61 @$130.00 $10.15
($127.61)
7.81% 6.41% I 4.52% I $133.38 $8.48
( $133.38 )
-16.45%
July 20, 2023 BO 1.9 $143.00 @$145.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 21, 2023 BO 1.9 $126.86 @$125.00
Jan. 26, 2023 BO 2.2 $116.16 @$115.00
Oct. 25, 2022 BO 2.1 $91.01 @$90.00
July 21, 2022 BO 2.1 $92.33 @$90.00
April 22, 2022 BO 2.2 $106.34 @$105.00
Jan. 27, 2022 BO 2.4 $132.28 @$130.00
Oct. 21, 2021 BO 2.5 $143.65 @$145.00

 
 
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