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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sleep Number Corporation (SNBR) - NASDAQ Next Earnings Date: Estimated on Oct. 26, 2022
OS Projected Window: Oct. 17, 2022 to Oct. 22, 2022
EVR: 5.2
Avg Daily Volume: 425,750    Market Cap: 737.77M
Sector: None    Short Interest: 22.79
Live Interactive Chart
Days to Next Earnings: 21 Days
Implied Move Monthly: 22.96%       Expires on: Nov. 18, 2022

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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 Closing Move I/O Close Price Straddle @Trade Price Return
Oct. 26, 2022 AC $0.00 @$35.00 $8.55
($37.24)
22.96% -None% I -None% I $0.00 $0.00
( N/A )
None%
July 27, 2022 AC $36.43 @$35.00 $5.88
($36.43)
16.8% 19.1% O 17.73% O $42.89 $9.73
( $42.89 )
65.48%
April 20, 2022 AC $51.47 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 23, 2022 AC $64.65 @$65.00
Oct. 27, 2021 AC $88.95 @$90.00
July 20, 2021 AC $112.24 @$110.00
April 21, 2021 AC $124.93 @$125.00
Feb. 17, 2021 AC $120.01 @$120.00
Oct. 14, 2020 AC $58.17 @$60.00
July 15, 2020 AC $53.63 @$55.00

 
 
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