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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Snap (SNA) - NYSE Next Earnings Date: OS Estimate: June 26, 2025 BO
OS Projected Window: June 23, 2025 to June 28, 2025
EVR: 2.3
Avg Daily Volume: 459,093    Market Cap: 17.8B
Sector: Industrial Goods    Short Interest: 4.15
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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 17, 2025 BO 2.1 $332.00 @$330.00 $28.50
($332.00)
8.64% -9.28% O -8.0% I $305.44 $29.33
( $305.44 )
2.91%
Feb. 6, 2025 BO 2.1 $356.10 @$360.00 $20.20
($356.10)
5.61% -7.19% O -4.56% I $339.84 $21.25
( $339.84 )
5.2%
April 18, 2024 BO 2.0 $283.50 @$280.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 8, 2024 BO 1.8 $294.50 @$290.00
Oct. 19, 2023 BO 1.8 $250.35 @$250.00
July 20, 2023 BO 1.8 $294.31 @$290.00
April 20, 2023 BO 1.6 $239.77 @$240.00
Feb. 2, 2023 BO 1.6 $250.37 @$250.00
July 21, 2022 BO 1.6 $207.82 @$210.00
April 21, 2022 BO 1.7 $226.32 @$230.00

 
 
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