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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Snap (SNA) - NYSE Next Earnings Date: N/A
EVR: 1.6
Avg Daily Volume: 381,878    Market Cap: 14.62B
Sector: Industrial Goods    Short Interest: 3.59
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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 21, 2022 BO 1.6 $207.82 @$210.00 $15.40
($207.82)
7.33% 3.3% I 1.91% I $211.81 $12.90
( $211.81 )
-16.23%
April 21, 2022 BO 1.7 $226.32 @$230.00 $16.00
($226.32)
6.96% 3.99% I -0.05% I $226.19 $13.95
( $226.19 )
-12.81%
Feb. 3, 2022 BO 1.9 $211.06 @$210.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 21, 2021 BO 1.8 $228.02 @$230.00
July 22, 2021 BO 2.1 $224.03 @$220.00
April 22, 2021 BO 2.3 $236.99 @$240.00
Feb. 4, 2021 BO 2.2 $177.32 @$175.00
Oct. 22, 2020 BO 2.0 $155.27 @$155.00
July 31, 2020 BO 2.2 $145.30 @$145.00
April 21, 2020 BO 2.3 $114.66 @$115.00

 
 
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