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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, 2023
EVR: 6.2
Avg Daily Volume: 571,400    Market Cap: 546.24M
Sector: None    Short Interest: 16.95
Live Interactive Chart
Days to Next Earnings: 23 Days
Implied Move Monthly: 20.31%       Expires on: Nov. 17, 2023

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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
Oct. 26, 2023 AC None $0.00 @$22.50 $4.60
($22.65)
20.31% -None% I -None% I $0.00 $0.00
( N/A )
None%
July 27, 2023 AC 5.2 $38.46 @$40.00 $6.60
($38.46)
16.5% -33.43% O -29.35% O $27.17 $13.20
( $27.17 )
100.0%
Feb. 22, 2023 AC 5.2 $34.90 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 20, 2021 AC 5.7 $112.24 @$110.00
April 21, 2021 AC 5.7 $124.93 @$125.00
Feb. 17, 2021 AC 5.7 $120.01 @$120.00

 
 
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