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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sun Country Airlines Holdings (SNCY) - NASDAQ Next Earnings Date: OS Estimate: Oct. 28, 2025 BO
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 4.1
Avg Daily Volume: 928,368    Market Cap: 706.4M
Sector: None    Short Interest: 7.78
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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
Aug. 1, 2025 BO 4.0 $11.59 @$12.50 $0.78
($11.59)
6.24% -12.07% O -11.04% O $10.31 $2.92
( $10.31 )
274.36%
May 2, 2025 BO 3.9 $9.83 @$10.00 $1.33
($9.83)
13.3% 13.53% O 11.49% I $10.96 $1.52
( $10.96 )
14.29%
Feb. 3, 2025 AC 4.1 $16.62 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 7, 2023 AC 3.9 $13.05 @$12.50
Aug. 3, 2023 AC 3.5 $20.39 @$20.00
April 27, 2023 AC 3.5 $18.60 @$17.50

 
 
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