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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Senseonics Holdings (SENS) - NASDAQ Next Earnings Date: OS Estimate: Nov. 4, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 6.0
Avg Daily Volume: 712,020    Market Cap: 385.8M
Sector: Healthcare    Short Interest: 14.0
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 36
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
Aug. 6, 2026 AC 5.0 $5.15 @$5.00 $0.73
($5.15)
14.6% 36.69% O 36.31% O $7.02 $1.92
( $7.02 )
163.01%
May 7, 2026 AC 5.4 $5.36 @$5.00 $0.68
($5.36)
13.6% -10.44% I -6.15% I $5.03 $0.78
( $5.03 )
14.71%
March 2, 2026 AC 5.3 $8.33 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 AC 5.5 $6.73 @$7.50
Aug. 6, 2025 AC 5.4 $0.49 @$0.50
May 8, 2025 AC 5.3 $0.74 @$0.50
March 3, 2025 AC 4.8 $0.87 @$1.00
Nov. 7, 2024 AC 4.8 $0.35 @$0.50
Aug. 8, 2024 AC None $0.00 @$0.50
May 13, 2024 AC None $0.00 @$0.50

 
 
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