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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sleep Number Corporation (SNBR) - NASDAQ Next Earnings Date: OS Estimate: Feb. 16, 2022 AC
OS Projected Window: Feb. 14, 2022 to Feb. 21, 2022
EVR: 5.2
Avg Daily Volume: 374,360    Market Cap: 1.85B
Sector: None    Short Interest: 24.65
Live Interactive Chart
Days to Next Earnings: 77 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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. 27, 2021 AC $88.95 @$90.00 $12.95
($88.95)
14.39% 10.1% I $91.39 $8.80
( $91.39 )
-32.05%
July 20, 2021 AC $112.24 @$110.00 $16.25
($112.24)
14.77% -16.83% O $97.78 $15.82
( $97.78 )
-2.65%
April 21, 2021 AC $124.93 @$125.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 17, 2021 AC $120.01 @$120.00
Oct. 14, 2020 AC $58.17 @$60.00
July 15, 2020 AC $53.63 @$55.00
April 22, 2020 AC $23.04 @$23.00
Feb. 19, 2020 AC $56.53 @$55.00
Oct. 15, 2019 AC $46.86 @$47.00
July 25, 2019 AC $41.77 @$42.00

 
 
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