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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Snap Inc. (SNAP) - NYSE Next Earnings Date: OS Estimate: July 29, 2026 AC
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 6.4
Avg Daily Volume: 42,277,954    Market Cap: 8.1B
Sector: None    Short Interest: 6.29
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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
May 6, 2026 AC 6.8 $6.11 @$6.00 $0.99
($6.11)
16.5% -8.51% I -2.12% I $5.98 $0.46
( $5.98 )
-53.54%
Feb. 4, 2026 AC 6.9 $5.91 @$6.00 $1.17
($5.91)
19.5% -13.7% I -13.36% I $5.12 $0.98
( $5.12 )
-16.24%
Nov. 5, 2025 AC 7.3 $7.30 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2025 AC 7.6 $9.39 @$9.50
April 29, 2025 AC 7.7 $9.09 @$9.00
Feb. 4, 2025 AC 8.8 $11.60 @$11.50
Oct. 29, 2024 AC 9.2 $10.89 @$11.00
Aug. 1, 2024 AC 8.9 $12.81 @$13.00
April 25, 2024 AC 8.7 $11.40 @$11.50
Feb. 6, 2024 AC 8.1 $17.45 @$17.50

 
 
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