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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sun Country Airlines Holdings (SNCY) - NASDAQ Next Earnings Date: OS Estimate: Aug. 27, 2026 AC
OS Projected Window: Aug. 24, 2026 to Aug. 29, 2026
EVR: 3.2
Avg Daily Volume: 633,015    Market Cap: 888.7M
Sector: None    Short Interest: 6.82
Live Interactive Chart
Days to Next Earnings: 98 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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 30, 2026 AC 3.6 $15.80 @$15.00 $2.10
($15.80)
14.0% 5.12% I -0.06% I $15.79 $1.77
( $15.79 )
-15.71%
Feb. 5, 2026 AC 3.4 $19.40 @$20.00 $1.70
($19.40)
8.5% 14.02% O 12.57% O $21.84 $3.20
( $21.84 )
88.24%
Feb. 4, 2026 AC 3.7 $19.34 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 30, 2025 BO 4.1 $10.61 @$10.00
Aug. 1, 2025 BO 4.0 $11.59 @$12.50
May 2, 2025 BO 3.9 $9.83 @$10.00
Feb. 3, 2025 AC 4.1 $16.62 @$17.50
Oct. 30, 2024 AC 4.1 $12.78 @$12.50
Aug. 1, 2024 AC 4.1 $11.67 @$12.50
May 6, 2024 AC 3.9 $14.06 @$15.00

 
 
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