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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sandisk Corporation (SNDK) - NASDAQ Next Earnings Date: OS Estimate: May 6, 2026 AC
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 3.6
Avg Daily Volume: 17,358,302    Market Cap: 35.1B
Sector: Technology    Short Interest: 4.59
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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. 29, 2026 AC 2.9 $539.30 @$540.00 $118.75
($539.30)
21.99% 25.47% O 6.85% I $576.25 $113.65
( $576.25 )
-4.29%
Nov. 6, 2025 AC 2.4 $207.69 @$210.00 $39.00
($207.69)
18.57% 15.55% I 15.3% I $239.48 $47.80
( $239.48 )
22.56%
Aug. 14, 2025 AC 2.6 $46.68 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 7, 2025 AC 2.6 $34.97 @$35.00
April 27, 2016 AC 2.8 $75.87 @$76.00
Jan. 27, 2016 AC 2.8 $64.20 @$65.00
Oct. 21, 2015 AC 3.2 $76.78 @$77.00/$76.50
July 22, 2015 AC 2.9 $54.18 @$54.00
April 15, 2015 AC 2.9 $71.12 @$71.00
Jan. 21, 2015 AC 3.0 $80.44 @$80.50/$80.00

 
 
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