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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sun Country Airlines Holdings (SNCY) - NASDAQ Next Earnings Date: Estimated on July 31, 2025
OS Projected Window: Sept. 1, 2025 to Sept. 6, 2025
EVR: 4.0
Avg Daily Volume: 916,119    Market Cap: 873.5M
Sector: None    Short Interest: 6.57
Live Interactive Chart
Days to Next Earnings: 51 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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
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 $2.50
($16.62)
14.29% 6.79% I -3.91% I $15.97 $2.15
( $15.97 )
-14.0%
Oct. 30, 2024 AC 4.1 $12.78 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 2, 2023 AC 3.6 $20.62 @$20.00

 
 
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