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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
TD SYNNEX Corporation (SNX) - NYSE Next Earnings Date: OS Estimate: June 25, 2024 BO
OS Projected Window: June 24, 2024 to June 29, 2024
EVR: 2.1
Avg Daily Volume: 1,368,221    Market Cap: 9.88B
Sector: Services    Short Interest: 2.99
Live Interactive Chart
Days to Next Earnings: 60 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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 26, 2024 BO 2.1 $105.44 @$105.00 $7.55
($105.44)
7.19% 8.45% O 6.47% I $112.27 $8.00
( $112.27 )
5.96%
Jan. 9, 2024 BO 2.4 $104.94 @$105.00 $6.25
($104.94)
5.95% -4.73% I 0.24% I $105.20 $2.80
( $105.20 )
-55.2%
Sept. 27, 2022 BO 2.9 $84.20 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 28, 2022 BO 2.9 $98.27 @$100.00
March 24, 2022 BO 3.0 $112.04 @$110.00
Jan. 11, 2022 BO 3.3 $109.81 @$110.00
Sept. 28, 2021 BO 3.3 $113.25 @$115.00
June 24, 2021 AC 3.6 $120.91 @$120.00
March 22, 2021 AC 4.0 $109.86 @$110.00
Jan. 11, 2021 AC 4.3 $87.69 @$90.00

 
 
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