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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
TD SYNNEX Corporation (SNX) - NYSE Next Earnings Date: Estimated on Jan. 9, 2024
OS Projected Window: Jan. 8, 2024 to Jan. 13, 2024
EVR: 2.4
Avg Daily Volume: 553,090    Market Cap: 8.88B
Sector: Services    Short Interest: 2.83
Live Interactive Chart
Days to Next Earnings: 37 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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. 27, 2022 BO 2.9 $84.20 @$85.00 $8.95
($84.20)
10.53% 2.07% I 0.3% I $84.46 $6.50
( $84.46 )
-27.37%
June 28, 2022 BO 2.9 $98.27 @$100.00 $8.05
($98.27)
8.05% -7.01% I -5.48% I $92.88 $8.05
( $92.88 )
0.0%
March 24, 2022 BO 3.0 $112.04 @$110.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Sept. 29, 2020 AC 4.3 $132.36 @$135.00
June 25, 2020 AC 3.9 $101.68 @$100.00

 
 
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