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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sleep Number Corporation (SNBR) - NASDAQ Next Earnings Date: OS Estimate: July 22, 2026 BO
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 8.4
Avg Daily Volume: 3,306,856    Market Cap: 54.0M
Sector: None    Short Interest: 25.89
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 31
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 12, 2026 BO 8.3 $2.45 @$2.50 $1.48
($2.45)
59.2% -24.48% I -22.44% I $1.90 $1.20
( $1.90 )
-18.92%
March 12, 2026 BO 7.7 $4.59 @$5.00 $1.48
($4.59)
29.6% 31.37% O -20.04% I $3.67 $1.32
( $3.67 )
-10.81%
Nov. 5, 2025 BO 7.6 $5.50 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 30, 2025 BO 7.6 $8.16 @$7.50
April 30, 2025 AC 8.1 $7.79 @$7.50
July 31, 2024 AC 7.8 $11.80 @$12.50
April 24, 2024 AC 7.8 $13.57 @$12.50
Feb. 22, 2024 AC 6.8 $11.05 @$10.00
Nov. 7, 2023 AC 5.9 $16.03 @$15.00
July 27, 2023 AC 5.4 $38.46 @$40.00

 
 
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