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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sientra (SIEN) - NASDAQ Next Earnings Date: OS Estimate: May 8, 2024 AC
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 5.8
Avg Daily Volume: 4,826,782    Market Cap: 7.12M
Sector: N/A    Short Interest: 11.1
Live Interactive Chart
Days to Next Earnings: 15 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 28
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. 9, 2023 AC 5.2 $0.73 @$2.50 $1.88
($0.73)
75.2% 36.98% I 30.13% I $0.95 $1.57
( $0.95 )
-16.49%
Aug. 10, 2023 AC 5.3 $3.02 @$2.50 $0.93
($3.02)
37.2% -19.2% I -15.56% I $2.55 $0.38
( $2.55 )
-59.14%
May 11, 2023 AC 5.7 $1.46 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 11, 2022 AC 5.5 $1.22 @$2.50
May 12, 2022 AC 5.9 $1.29 @$2.50
March 23, 2022 AC 6.3 $2.46 @$2.50
Nov. 10, 2021 AC 6.4 $5.30 @$5.00
Aug. 10, 2021 AC 7.1 $7.09 @$7.50
May 11, 2021 AC 7.5 $6.74 @$7.50
March 11, 2021 AC 7.9 $7.54 @$7.50

 
 
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