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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sangamo Therapeutics (SGMO) - NASDAQ Next Earnings Date: OS Estimate: Aug. 6, 2025 AC
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 6.1
Avg Daily Volume: 4,602,443    Market Cap: 239.9M
Sector: Healthcare    Short Interest: 10.76
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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 12, 2025 AC 4.7 $0.75 @$0.50 $0.32
($0.75)
64.0% -44.0% I -38.66% I $0.46 $0.20
( $0.46 )
-37.5%
March 17, 2025 AC 4.7 $1.01 @$1.00 $0.55
($1.01)
55.0% -16.83% I -15.84% I $0.85 $0.38
( $0.85 )
-30.91%
Nov. 12, 2024 AC 4.6 $2.71 @$3.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2024 AC 4.3 $0.99 @$1.00
May 9, 2024 AC 4.2 $0.52 @$0.50
March 13, 2024 BO 4.5 $0.86 @$1.00
Nov. 1, 2023 AC 3.8 $0.59 @$1.00
Aug. 8, 2023 AC 3.9 $1.14 @$1.00
May 8, 2023 AC 4.1 $1.27 @$1.00
Feb. 22, 2023 AC 4.6 $2.91 @$3.00

 
 
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