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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sanofi (SNY) - NASDAQ Next Earnings Date: OS Estimate: Feb. 4, 2027 BO
OS Projected Window: Feb. 1, 2027 to Feb. 6, 2027
EVR: 1.6
Avg Daily Volume: 3,832,480    Market Cap: 107.5B
Sector: Healthcare    Short Interest: 0.48
Live Interactive Chart
Implied Move Monthly: 6.87%       Expires on: Nov. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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
Oct. 30, 2026 BO 1.9 $43.13 @$42.50 $2.92
($43.13)
6.87% 5.03% I 2.8% I $44.34 $2.72
( $44.34 )
-6.85%
July 30, 2026 BO 1.8 $44.85 @$45.00 $2.92
($44.85)
6.49% -7.64% O -4.37% I $42.89 $3.00
( $42.89 )
2.74%
April 23, 2026 BO 1.7 $46.90 @$47.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 29, 2026 BO 2.0 $45.77 @$45.00
Oct. 24, 2025 BO 1.9 $49.52 @$50.00
July 31, 2025 BO 1.7 $49.25 @$50.00
April 24, 2025 BO 1.8 $53.02 @$52.50
Jan. 30, 2025 BO 2.0 $52.15 @$52.50
Oct. 25, 2024 BO 1.9 $52.05 @$52.50
July 25, 2024 BO 1.8 $51.20 @$50.00

 
 
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