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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sanofi (SNY) - NASDAQ Next Earnings Date: Estimated on Jan. 29, 2026
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 2.0
Avg Daily Volume: 2,972,682    Market Cap: 121.9B
Sector: Healthcare    Short Interest: 0.2
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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. 24, 2025 BO 1.9 $49.52 @$50.00 $3.08
($49.52)
6.16% 5.41% I 4.28% I $51.64 $3.08
( $51.64 )
0.0%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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