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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sangamo Therapeutics (SGMO) - NASDAQ Next Earnings Date: Estimated on May 8, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 4.2
Avg Daily Volume: 2,050,899    Market Cap: 195.08M
Sector: Healthcare    Short Interest: 6.39
Live Interactive Chart
Days to Next Earnings: 19 Days
Implied Move Monthly: 13.57%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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, 2024 BO None $0.00 @$0.50 $0.07
($0.52)
13.57% -None% I -None% I $0.00 $0.00
( N/A )
None%
March 14, 2024 AC 4.0 $0.78 @$1.00 $0.45
($0.78)
45.0% 11.53% I 0.0% I $0.78 $0.35
( $0.78 )
-22.22%
Aug. 8, 2023 AC 4.2 $1.14 @$1.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 26, 2023 AC 4.2 $1.61 @$2.00
Feb. 22, 2023 AC 4.6 $2.91 @$3.00
Nov. 3, 2022 AC 4.3 $4.15 @$4.00
Aug. 4, 2022 AC 4.3 $4.77 @$5.00
May 5, 2022 AC 4.7 $4.30 @$4.00
Feb. 24, 2022 AC 4.8 $5.71 @$6.00
Nov. 4, 2021 BO 4.3 $9.14 @$9.00

 
 
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