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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sanofi (SNY) - NASDAQ Next Earnings Date: OS Estimate: Oct. 30, 2026 BO
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 1.9
Avg Daily Volume: 2,783,029    Market Cap: 107.5B
Sector: Healthcare    Short Interest: 0.3
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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 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 $3.83
($46.90)
8.06% 3.62% I 1.34% I $47.53 $3.92
( $47.53 )
2.35%
Jan. 29, 2026 BO 2.0 $45.77 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 25, 2024 BO 1.6 $46.61 @$47.50

 
 
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