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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Snap (SNA) - NYSE Next Earnings Date: OS Estimate: Feb. 5, 2026 BO
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 2.6
Avg Daily Volume: 357,961    Market Cap: 17.9B
Sector: Industrial Goods    Short Interest: 4.25
Live Interactive Chart
Days to Next Earnings: 93 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
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
Oct. 16, 2025 BO 2.5 $332.59 @$330.00 $26.20
($332.59)
7.94% 7.46% I 3.48% I $344.17 $25.00
( $344.17 )
-4.58%
July 17, 2025 BO 2.3 $313.01 @$310.00 $20.80
($313.01)
6.71% 9.44% O 7.91% O $337.80 $28.90
( $337.80 )
38.94%
April 17, 2025 BO 2.1 $332.00 @$330.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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