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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sanofi (SNY) - NASDAQ Next Earnings Date: OS Estimate: April 23, 2026 BO
OS Projected Window: April 20, 2026 to April 25, 2026
EVR: 1.7
Avg Daily Volume: 4,542,097    Market Cap: 121.9B
Sector: Healthcare    Short Interest: 0.2
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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
Jan. 29, 2026 BO 2.0 $45.77 @$45.00 $4.28
($45.77)
9.51% 1.37% I 0.93% I $46.20 $2.77
( $46.20 )
-35.28%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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