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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Companhia de saneamento Basico Do Estado De Sao Paulo (SBS) - NYSE Next Earnings Date: Estimated on May 9, 2024
OS Projected Window: June 10, 2024 to June 15, 2024
EVR: 1.7
Avg Daily Volume: 1,112,836    Market Cap: 10.95B
Sector: Utilities    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 14 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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
March 21, 2024 AC 1.7 $15.67 @$15.00 $0.97
($15.67)
6.47% 4.4% I 2.1% I $16.00 $1.23
( $16.00 )
26.8%
Nov. 9, 2023 AC 1.8 $12.32 @$12.50 $1.12
($12.32)
8.96% 1.13% I 0.56% I $12.39 $0.45
( $12.39 )
-59.82%
Aug. 10, 2023 AC 1.6 $10.90 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 11, 2023 AC 1.5 $9.80 @$10.00
March 23, 2023 AC 1.4 $9.04 @$10.00
Nov. 10, 2022 AC 1.3 $10.23 @$10.00
Aug. 11, 2022 AC 1.3 $8.88 @$10.00
May 6, 2022 AC 1.4 $8.66 @$7.50
March 24, 2022 AC 1.3 $9.49 @$10.00
Nov. 11, 2021 AC 1.4 $6.84 @$7.50

 
 
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