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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Synopsys (SNPS) - NASDAQ Next Earnings Date: Estimated on May 22, 2024
OS Projected Window: May 13, 2024 to May 18, 2024
EVR: 2.7
Avg Daily Volume: 1,043,366    Market Cap: 87.78B
Sector: Technology    Short Interest: 2.09
Live Interactive Chart
Days to Next Earnings: 26 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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. 21, 2024 AC 2.3 $543.57 @$540.00 $49.45
($543.57)
9.16% 15.78% O 6.86% I $580.90 $51.18
( $580.90 )
3.5%
Nov. 29, 2023 AC 2.5 $552.46 @$550.00 $32.50
($552.46)
5.91% -3.97% I -1.67% I $543.23 $20.20
( $543.23 )
-37.85%
Aug. 16, 2023 AC 2.4 $428.21 @$430.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 17, 2023 AC 2.4 $377.08 @$380.00
Feb. 15, 2023 AC 2.3 $379.48 @$380.00
Aug. 17, 2022 AC 2.4 $381.00 @$380.00
May 18, 2022 AC 2.2 $272.57 @$270.00
Feb. 16, 2022 AC 2.2 $306.79 @$310.00
Dec. 1, 2021 AC 2.1 $334.75 @$330.00
Aug. 18, 2021 AC 1.9 $290.63 @$290.00

 
 
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