Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sanofi (SNY) - NASDAQ Next Earnings Date: OS Estimate: Aug. 1, 2025 BO
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 1.8
Avg Daily Volume: 3,198,717    Market Cap: 135.4B
Sector: Healthcare    Short Interest: 0.21
Live Interactive Chart
Days to Next Earnings: 98 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
April 24, 2025 BO None $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 $4.98
($52.15)
9.49% 5.19% I 3.83% I $54.15 $3.08
( $54.15 )
-38.15%
Oct. 25, 2024 BO 1.9 $52.05 @$52.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 3, 2023 BO 1.0 $47.24 @$47.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US