Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sun Country Airlines Holdings (SNCY) - NASDAQ Next Earnings Date: Estimated on May 2, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 3.7
Avg Daily Volume: 603,635    Market Cap: 722.09M
Sector: None    Short Interest: 6.51
Live Interactive Chart
Days to Next Earnings: 3 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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
Jan. 31, 2024 AC 3.8 $13.61 @$12.50 $2.15
($13.61)
17.2% 12.19% I 7.71% I $14.66 $2.45
( $14.66 )
13.95%
Nov. 7, 2023 AC 3.7 $13.05 @$12.50 $1.25
($13.05)
10.0% 11.11% O -3.21% I $12.63 $0.85
( $12.63 )
-32.0%
Aug. 3, 2023 AC 3.3 $20.39 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 28, 2023 AC 3.3 $19.73 @$20.00
Feb. 3, 2023 AC 3.6 $21.37 @$22.50
Nov. 1, 2022 AC 2.6 $16.37 @$17.50
May 5, 2022 AC 2.4 $27.54 @$30.00
Feb. 7, 2022 AC 1.5 $25.00 @$25.00
Nov. 2, 2021 BO 0.2 $31.25 @$30.00
July 28, 2021 AC 0.0 $34.61 @$35.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US