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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sandy Spring Bancorp (SASR) - NASDAQ Next Earnings Date: OS Estimate: July 18, 2024 BO
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 1.6
Avg Daily Volume: 386,030    Market Cap: 978.35M
Sector: Financial    Short Interest: 1.57
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 33
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
April 23, 2024 BO None $20.84 @$20.00 $3.10
($20.84)
15.5% 5.85% I 5.13% I $21.91 $2.23
( $21.91 )
-28.06%
Jan. 26, 2023 BO 1.5 $34.46 @$35.00 $1.42
($34.46)
4.06% -8.61% O -3.97% I $33.09 $3.10
( $33.09 )
118.31%
July 21, 2022 BO 1.5 $39.82 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 21, 2022 BO 1.5 $44.78 @$45.00
Jan. 20, 2022 BO 1.6 $49.37 @$50.00
Oct. 21, 2021 BO 1.5 $48.40 @$50.00
July 22, 2021 BO 1.5 $42.38 @$40.00
April 22, 2021 BO 1.6 $43.07 @$45.00
Jan. 21, 2021 BO 1.6 $35.43 @$35.00
Oct. 22, 2020 BO 1.4 $25.50 @$25.00

 
 
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