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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sangamo Therapeutics (SGMO) - NASDAQ Next Earnings Date: OS Estimate: Aug. 4, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 6.6
Avg Daily Volume: 14,140,906    Market Cap: 78.8M
Sector: Healthcare    Short Interest: 10.35
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 78
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 14, 2026 AC 6.7 $0.14 @$0.50 $2.50
($0.14)
500.0% -14.28% I 0.0% $0.14 $2.50
( $0.14 )
0.0%
May 11, 2026 AC 6.4 $0.12 @$0.50 $2.50
($0.12)
500.0% 25.0% I 16.66% I $0.14 $2.50
( $0.14 )
0.0%
March 30, 2026 AC 6.1 $0.31 @$0.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 17, 2026 AC 6.3 $0.38 @$0.50
March 16, 2026 AC 6.5 $0.36 @$0.50
Nov. 6, 2025 BO 6.2 $0.55 @$0.50
Aug. 7, 2025 AC 6.1 $0.48 @$0.50
May 12, 2025 AC 4.7 $0.75 @$0.50
March 17, 2025 AC 4.7 $1.01 @$1.00
Nov. 12, 2024 AC 4.6 $2.71 @$3.00

 
 
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