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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Snap Inc. (SNAP) - NYSE Next Earnings Date: OS Estimate: Oct. 22, 2025 AC
OS Projected Window: Oct. 20, 2025 to Oct. 25, 2025
EVR: 7.3
Avg Daily Volume: 48,788,176    Market Cap: 11.9B
Sector: None    Short Interest: 5.73
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 34
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
Aug. 5, 2025 AC 7.6 $9.39 @$9.50 $1.69
($9.39)
17.79% -22.57% O -17.14% I $7.78 $1.78
( $7.78 )
5.33%
April 29, 2025 AC 7.7 $9.09 @$9.00 $1.98
($9.09)
22.0% -17.82% I -12.43% I $7.96 $1.22
( $7.96 )
-38.38%
Feb. 4, 2025 AC 8.8 $11.60 @$11.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 24, 2023 AC 9.0 $9.71 @$9.50
July 25, 2023 AC 8.6 $12.51 @$12.50
April 27, 2023 AC 9.4 $10.50 @$10.50

 
 
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