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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Smith & Nephew SNATS (SNN) - NYSE Next Earnings Date: OS Estimate: June 11, 2026 BO
OS Projected Window: June 8, 2026 to June 13, 2026
EVR: 2.5
Avg Daily Volume: 1,236,104    Market Cap: 13.5B
Sector: Healthcare    Short Interest: 0.72
Live Interactive Chart
Days to Next Earnings: 21 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 34
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
March 2, 2026 BO 2.5 $36.90 @$35.00 $5.38
($36.90)
15.37% -5.63% I -3.08% I $35.76 $1.10
( $35.76 )
-79.55%
Aug. 5, 2025 BO 2.1 $30.79 @$30.00 $2.33
($30.79)
7.77% 16.53% O 15.23% O $35.48 $6.10
( $35.48 )
161.8%
Feb. 25, 2025 BO 2.0 $26.28 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2024 BO 2.2 $28.53 @$30.00
Aug. 3, 2023 BO 2.3 $29.30 @$30.00
Feb. 21, 2023 BO 2.1 $27.86 @$30.00
July 28, 2022 BO 1.9 $29.35 @$30.00
Feb. 22, 2022 BO 1.8 $32.59 @$32.50
July 29, 2021 BO 1.7 $43.70 @$42.50
Feb. 18, 2021 BO 1.6 $43.97 @$45.00

 
 
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