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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
TD SYNNEX Corporation (SNX) - NYSE Next Earnings Date: OS Estimate: Jan. 6, 2027 BO
OS Projected Window: Jan. 4, 2027 to Jan. 9, 2027
EVR: 3.0
Avg Daily Volume: 1,000,887    Market Cap: 18.9B
Sector: Technology    Short Interest: 2.36
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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. 24, 2026 BO 2.7 $287.89 @$290.00 $28.65
($287.89)
9.88% -15.58% O -9.87% I $259.47 $33.20
( $259.47 )
15.88%
June 25, 2026 BO 3.1 $283.22 @$280.00 $30.75
($283.22)
10.98% 4.22% I -1.97% I $277.63 $26.00
( $277.63 )
-15.45%
March 31, 2026 BO 3.0 $160.13 @$160.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 8, 2026 BO 3.0 $151.00 @$150.00
Sept. 25, 2025 BO 3.0 $150.34 @$150.00
June 24, 2025 BO 3.0 $127.60 @$130.00
March 27, 2025 BO 2.3 $125.46 @$125.00
Jan. 9, 2025 BO 2.1 $122.10 @$120.00
Sept. 26, 2024 BO 2.4 $117.29 @$115.00
June 25, 2024 BO 2.2 $129.34 @$130.00

 
 
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