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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sun Country Airlines Holdings (SNCY) - NASDAQ Next Earnings Date: OS Estimate: Feb. 3, 2026 BO
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 3.7
Avg Daily Volume: 935,329    Market Cap: 613.7M
Sector: None    Short Interest: 12.4
Live Interactive Chart
Days to Next Earnings: 91 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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. 30, 2025 BO 4.1 $10.61 @$10.00 $1.90
($10.61)
19.0% 6.31% I 6.22% I $11.27 $1.73
( $11.27 )
-8.95%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 7, 2023 AC 3.9 $13.05 @$12.50
Aug. 3, 2023 AC 3.5 $20.39 @$20.00

 
 
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