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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sanofi (SNY) - NASDAQ Next Earnings Date: Estimated on Oct. 24, 2025
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 1.9
Avg Daily Volume: 2,463,430    Market Cap: 121.5B
Sector: Healthcare    Short Interest: 0.13
Live Interactive Chart
Days to Next Earnings: 52 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
July 31, 2025 BO 1.7 $49.25 @$50.00 $2.48
($49.25)
4.96% -9.17% O -7.32% O $45.64 $4.60
( $45.64 )
85.48%
April 24, 2025 BO 1.8 $53.02 @$52.50 $3.93
($53.02)
7.49% 1.28% I 0.98% I $53.54 $2.67
( $53.54 )
-32.06%
Jan. 30, 2025 BO 2.0 $52.15 @$52.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 25, 2024 BO 1.9 $52.05 @$52.50
July 25, 2024 BO 1.8 $51.20 @$50.00
April 25, 2024 BO 1.6 $46.61 @$47.50
Feb. 1, 2024 BO 1.6 $49.90 @$50.00
Oct. 27, 2023 BO 0.9 $53.33 @$52.50
July 28, 2023 BO 0.9 $53.54 @$52.50
April 27, 2023 BO 1.0 $56.22 @$55.00

 
 
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