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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Senseonics Holdings (SENS) - AMEX Next Earnings Date: OS Estimate: Nov. 5, 2025 AC
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 5.5
Avg Daily Volume: 5,042,184    Market Cap: 374.3M
Sector: None    Short Interest: 5.74
Live Interactive Chart
Days to Next Earnings: 65 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 32
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, 2025 AC 5.4 $0.49 @$0.50 $0.03
($0.49)
6.0% -12.24% O -6.12% O $0.46 $0.05
( $0.46 )
66.67%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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