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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Snowflake Inc. (SNOW) - NYSE Next Earnings Date: OS Estimate: May 22, 2024 AC
OS Projected Window: May 20, 2024 to May 25, 2024
EVR: 5.0
Avg Daily Volume: 5,394,682    Market Cap: 61.39B
Sector: Services    Short Interest: 3.26
Live Interactive Chart
Days to Next Earnings: 27 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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
Feb. 28, 2024 AC 4.6 $230.00 @$230.00 $29.62
($230.00)
12.88% -21.44% O -18.13% O $188.28 $42.72
( $188.28 )
44.23%
Nov. 29, 2023 AC 4.9 $175.32 @$175.00 $18.98
($175.32)
10.85% 9.89% I 7.04% I $187.68 $15.76
( $187.68 )
-16.97%
Aug. 23, 2023 AC 5.2 $155.70 @$155.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 24, 2023 AC 5.0 $177.14 @$177.50
March 1, 2023 AC 5.1 $154.50 @$155.00
Nov. 30, 2022 AC 5.2 $142.90 @$143.00
Aug. 24, 2022 AC 4.7 $159.49 @$160.00
May 25, 2022 AC 4.5 $132.77 @$133.00
March 2, 2022 AC 4.2 $264.69 @$265.00
Dec. 1, 2021 AC 3.9 $311.00 @$310.00

 
 
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