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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Senseonics Holdings (SENS) - NASDAQ Next Earnings Date: OS Estimate: March 4, 2026 AC
OS Projected Window: March 2, 2026 to March 7, 2026
EVR: 5.3
Avg Daily Volume: 413,633    Market Cap: 244.8M
Sector: None    Short Interest: 6.55
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 33
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
Nov. 5, 2025 AC 5.5 $6.73 @$7.50 $1.65
($6.73)
22.0% -10.69% I -7.57% I $6.22 $1.80
( $6.22 )
9.09%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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