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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Snap Inc. (SNAP) - NYSE Next Earnings Date: Estimated on April 25, 2024
OS Projected Window: April 22, 2024 to April 27, 2024
EVR: 8.7
Avg Daily Volume: 26,567,446    Market Cap: 18.57B
Sector: None    Short Interest: 6.75
Live Interactive Chart
Days to Next Earnings: 28 Days
Implied Move Weekly: 21.22%       Expires on: April 26, 2024
Implied Move Monthly: 23.17%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 29
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 25, 2024 AC None $0.00 @$11.00 $2.62
($11.31)
23.17% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 6, 2024 AC 8.1 $17.45 @$17.50 $4.04
($17.45)
23.09% -36.5% O -34.61% O $11.41 $6.08
( $11.41 )
50.5%
Oct. 24, 2023 AC 9.0 $9.71 @$9.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 25, 2023 AC 8.6 $12.51 @$12.50
April 27, 2023 AC 9.4 $10.50 @$10.50
Jan. 31, 2023 AC 9.8 $11.56 @$11.50
Oct. 20, 2022 AC 9.1 $10.79 @$11.00
July 21, 2022 AC 8.4 $16.35 @$16.50
April 21, 2022 AC 8.6 $29.42 @$29.50
Feb. 3, 2022 AC 7.0 $24.50 @$24.00

 
 
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