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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Snap (SNA) - NYSE Next Earnings Date: Estimated on Oct. 15, 2026
EVR: 2.3
Avg Daily Volume: 262,698    Market Cap: 19.4B
Sector: Industrials    Short Interest: 6.5
Live Interactive Chart
Days to Next Earnings: 28 Days
Implied Move Weekly: 5.96%       Expires on: Oct. 16, 2026
Implied Move Monthly: 8.01%       Expires on: Nov. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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. 15, 2026 BO None $0.00 @$370.00 $29.75
($371.62)
8.01% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 5, 2026 BO 2.6 $382.91 @$380.00
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

 
 
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