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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sun Country Airlines Holdings (SNCY) - NASDAQ Next Earnings Date: OS Estimate: April 30, 2026 AC
OS Projected Window: April 27, 2026 to May 2, 2026
EVR: 3.6
Avg Daily Volume: 1,909,429    Market Cap: 659.5M
Sector: None    Short Interest: 12.42
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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
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 $1.60
($19.34)
8.0% 3.25% I 0.31% I $19.40 $1.70
( $19.40 )
6.25%
Oct. 30, 2025 BO 4.1 $10.61 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Jan. 31, 2024 AC 3.9 $13.61 @$12.50

 
 
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