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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Septerna (SEPN) - NASDAQ Next Earnings Date: OS Estimate: Aug. 10, 2026 AC
OS Projected Window: Aug. 10, 2026 to Aug. 15, 2026
EVR: 2.0
Avg Daily Volume: 360,372    Market Cap: 1.1B
Sector: None    Short Interest: 5.47
Live Interactive Chart
Days to Next Earnings: 81 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 7
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, 2026 AC 2.2 $23.87 @$24.00 $2.90
($23.87)
12.08% 3.26% I -1.25% I $23.57 $2.65
( $23.57 )
-8.62%
May 7, 2026 AC 2.4 $23.98 @$24.00 $2.85
($23.98)
11.88% 3.66% I -0.45% I $23.87 $2.90
( $23.87 )
1.75%
March 9, 2026 AC 2.4 $29.06 @$29.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 10, 2025 BO 2.2 $18.51 @$19.00
Aug. 11, 2025 AC 2.1 $11.49 @$12.50
May 15, 2025 AC 0.2 $10.12 @$10.00
March 27, 2025 BO 0.0 $6.14 @$5.00

 
 
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