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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Syndax Pharmaceuticals (SNDX) - NASDAQ Next Earnings Date: OS Estimate: May 8, 2024 AC
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 2.6
Avg Daily Volume: 961,759    Market Cap: 1.92B
Sector: None    Short Interest: 13.21
Live Interactive Chart
Days to Next Earnings: 5 Days
Implied Move Monthly: 8.39%       Expires on: May 17, 2024

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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
May 8, 2024 BO None $0.00 @$22.50 $1.85
($22.05)
8.39% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 27, 2024 AC 2.7 $24.41 @$25.00 $4.10
($24.41)
16.4% 3.8% I -2.17% I $23.88 $3.47
( $23.88 )
-15.37%
Nov. 2, 2023 AC 2.9 $14.78 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 AC 3.2 $20.35 @$20.00
May 8, 2023 AC 2.9 $20.29 @$20.00
Feb. 28, 2023 AC 3.3 $25.35 @$25.00
Nov. 3, 2022 AC 3.6 $22.33 @$22.50
Aug. 8, 2022 AC 3.7 $24.28 @$25.00
May 9, 2022 AC 4.0 $15.11 @$15.00
March 1, 2022 AC 4.5 $16.06 @$15.00

 
 
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