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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Senseonics Holdings (SENS) - AMEX Next Earnings Date: OS Estimate: Aug. 6, 2025 AC
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 5.4
Avg Daily Volume: 5,828,992    Market Cap: 331.72M
Sector: None    Short Interest: 8.33
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 31
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
May 8, 2025 AC 5.3 $0.74 @$0.50 $0.23
($0.74)
46.0% -16.21% I -16.21% I $0.62 $0.12
( $0.62 )
-47.83%
March 3, 2025 AC 4.8 $0.87 @$1.00 $0.30
($0.87)
30.0% -28.73% I -19.54% I $0.70 $0.30
( $0.70 )
0.0%
Nov. 7, 2024 AC 4.8 $0.35 @$0.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 8, 2024 AC None $0.00 @$0.50
May 13, 2024 AC None $0.00 @$0.50
Feb. 29, 2024 AC 5.0 $0.70 @$0.50
Nov. 9, 2023 AC 5.4 $0.51 @$0.50
Aug. 10, 2023 AC 5.5 $0.74 @$0.50
May 9, 2023 AC 5.3 $0.65 @$0.50
March 15, 2023 AC 5.6 $0.94 @$1.00

 
 
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