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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sleep Number Corporation (SNBR) - NASDAQ Next Earnings Date: OS Estimate: July 24, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 7.9
Avg Daily Volume: 507,518    Market Cap: 300.67M
Sector: None    Short Interest: 17.91
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
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 24, 2024 AC None $13.57 @$12.50 $3.35
($13.57)
26.8% 12.3% I 4.86% I $14.23 $2.50
( $14.23 )
-25.37%
Feb. 22, 2024 AC 6.7 $11.05 @$10.00 $2.97
($11.05)
29.7% 43.43% O 33.03% O $14.70 $4.88
( $14.70 )
64.31%
Nov. 7, 2023 AC 6.2 $16.03 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 AC 5.2 $38.46 @$40.00
April 26, 2023 AC None $25.63 @$25.00
Feb. 22, 2023 AC 5.2 $34.90 @$35.00
July 27, 2022 AC 5.2 $36.43 @$35.00
April 20, 2022 AC 5.2 $51.47 @$50.00
Feb. 23, 2022 AC 5.2 $64.65 @$65.00
Oct. 27, 2021 AC 5.5 $88.95 @$90.00

 
 
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