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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sleep Number Corporation (SNBR) - NASDAQ Next Earnings Date: Estimated on July 14, 2021
OS Projected Window: July 18, 2021 to July 31, 2021
EVR: 5.7
Avg Daily Volume: 479,547    Market Cap: 1.31B
Sector: None    Short Interest: 22.27
Live Interactive Chart
Days to Next Earnings: 27 Days
Implied Move Weekly: 12.43%       Expires on: July 16, 2021

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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
July 14, 2021 AC $0.00 @$105.00 $13.35
($107.40)
12.43% -None% I $0.00 $0.00
( N/A )
None%
April 21, 2021 AC $124.93 @$125.00 $19.15
($124.93)
15.32% -14.48% I $110.13 $17.95
( $110.13 )
-6.27%
Feb. 17, 2021 AC $120.01 @$120.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 17, 2019 AC $48.03 @$48.00

 
 
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