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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SLM Corporation (SLM) - NASDAQ Next Earnings Date: OS Estimate: July 23, 2025 AC
OS Projected Window: July 21, 2025 to July 26, 2025
EVR: 2.1
Avg Daily Volume: 2,053,108    Market Cap: 6.4B
Sector: Financial    Short Interest: 4.38
Live Interactive Chart
Days to Next Earnings: 43 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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
April 24, 2025 AC 2.4 $28.14 @$28.00 $2.48
($28.14)
8.86% -1.95% I -1.38% I $27.75 $1.50
( $27.75 )
-39.52%
Jan. 23, 2025 AC 2.3 $29.30 @$29.00 $2.42
($29.30)
8.34% 7.47% I -0.98% I $29.01 $1.85
( $29.01 )
-23.55%
Oct. 23, 2024 AC 2.4 $22.80 @$23.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 24, 2024 AC 2.5 $23.64 @$24.00
April 24, 2024 AC 2.7 $22.10 @$22.00
Jan. 24, 2024 AC 2.8 $19.20 @$19.00
Oct. 25, 2023 AC 3.0 $12.99 @$13.00
July 26, 2023 AC 3.0 $16.26 @$16.00
April 26, 2023 AC 3.0 $14.66 @$15.00
Feb. 1, 2023 AC 2.9 $17.79 @$18.00

 
 
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