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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sleep Number Corporation (SNBR) - NASDAQ Next Earnings Date: OS Estimate: Feb. 17, 2021 AC
OS Projected Window: Feb. 11, 2021 to Feb. 18, 2021
EVR: 5.7
Avg Daily Volume: 455,873    Market Cap: 1.31B
Sector: None    Short Interest: 19.2
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 8
Earnings Date 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 Close Price Straddle @Trade Price Return
Oct. 14, 2020 AC $58.17 @$60.00 $7.38
($58.17)
12.3% 15.69% O $64.75 $4.78
( $64.75 )
-35.23%
July 15, 2020 AC $53.63 @$55.00 $8.85
($53.63)
16.09% -11.56% I $48.70 $6.15
( $48.70 )
-30.51%
April 22, 2020 AC $23.04 @$23.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 19, 2020 AC $56.53 @$55.00
Oct. 15, 2019 AC $46.86 @$47.00
July 25, 2019 AC $41.77 @$42.00
April 17, 2019 AC $48.03 @$48.00
Feb. 13, 2019 AC $35.86 @$36.00

 
 
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