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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SCYNEXIS (SCYX) - NASDAQ Next Earnings Date: Estimated on May 9, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 2.4
Avg Daily Volume: 216,837    Market Cap: 60.28M
Sector: Healthcare    Short Interest: 3.79
Live Interactive Chart
Days to Next Earnings: 13 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 25
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 28, 2024 AC 2.5 $1.47 @$2.50 $1.25
($1.47)
50.0% 3.4% I 1.36% I $1.49 $1.05
( $1.49 )
-16.0%
Nov. 9, 2023 AC 3.1 $1.69 @$2.50 $0.78
($1.69)
31.2% -1.77% I 1.18% I $1.71 $0.80
( $1.71 )
2.56%
May 11, 2023 BO 3.0 $2.89 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 31, 2023 BO 2.9 $2.94 @$2.50
Aug. 15, 2022 BO 3.2 $2.87 @$2.50
May 12, 2022 BO 3.1 $1.87 @$2.50
March 29, 2022 BO 2.6 $4.70 @$5.00
Nov. 10, 2021 BO 2.5 $5.60 @$5.00
Aug. 16, 2021 BO 2.8 $6.26 @$7.50
March 29, 2021 BO 2.5 $7.65 @$7.50

 
 
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