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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Snowflake Inc. (SNOW) - NYSE Next Earnings Date: OS Estimate: Nov. 25, 2026 AC
OS Projected Window: Nov. 23, 2026 to Nov. 28, 2026
EVR: 6.9
Avg Daily Volume: 4,981,131    Market Cap: 114.0B
Sector: Technology    Short Interest: 5.21
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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
Sept. 2, 2026 AC 6.3 $305.84 @$305.00 $45.65
($305.84)
14.97% 25.73% O 16.55% O $356.47 $54.10
( $356.47 )
18.51%
May 27, 2026 AC 5.4 $175.26 @$175.00 $32.23
($175.26)
18.42% 39.74% O 36.48% O $239.20 $65.25
( $239.20 )
102.45%
Feb. 25, 2026 AC 5.9 $169.21 @$170.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 3, 2025 AC 5.8 $265.00 @$265.00
Aug. 27, 2025 AC 5.5 $200.39 @$200.00
May 21, 2025 AC 5.6 $179.12 @$180.00
Feb. 26, 2025 AC 5.6 $166.19 @$165.00
Nov. 20, 2024 AC 4.8 $129.12 @$129.00
Aug. 21, 2024 AC 4.8 $135.06 @$135.00
May 22, 2024 AC 5.0 $163.34 @$162.50

 
 
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