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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Snap (SNA) - NYSE Next Earnings Date: Estimate: Oct. 15, 2026 BO
EVR: 2.3
Avg Daily Volume: 361,184    Market Cap: 21.2B
Sector: Industrials    Short Interest: 5.75
Live Interactive Chart
Days to Next Earnings: 73 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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
July 23, 2026 BO 2.4 $406.17 @$410.00 $25.85
($406.17)
6.3% -2.91% I -2.64% I $395.41 $23.40
( $395.41 )
-9.48%
April 23, 2026 BO 2.5 $382.38 @$380.00 $26.20
($382.38)
6.89% 4.83% I 2.18% I $390.75 $21.20
( $390.75 )
-19.08%
Feb. 5, 2026 BO 2.6 $382.91 @$380.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 16, 2025 BO 2.5 $332.59 @$330.00
July 17, 2025 BO 2.3 $313.01 @$310.00
April 17, 2025 BO 2.1 $332.00 @$330.00
Feb. 6, 2025 BO 2.1 $356.10 @$360.00
April 18, 2024 BO 2.0 $283.50 @$280.00
Feb. 8, 2024 BO 1.8 $294.50 @$290.00
Oct. 19, 2023 BO 1.8 $250.35 @$250.00

 
 
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