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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sprout Social (SPT) - NASDAQ Next Earnings Date: OS Estimate: July 31, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 6.6
Avg Daily Volume: 1,124,727    Market Cap: 3.17B
Sector: None    Short Interest: 17.86
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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
May 2, 2024 AC 5.5 $48.15 @$50.00 $6.78
($48.15)
13.56% -42.15% O -40.14% O $28.82 $21.95
( $28.82 )
223.75%
Feb. 20, 2024 AC 5.6 $64.48 @$65.00 $10.65
($64.48)
16.38% -10.04% I -4.97% I $61.27 $7.05
( $61.27 )
-33.8%
Nov. 2, 2023 AC 5.4 $42.57 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 AC 5.4 $53.38 @$55.00
May 2, 2023 AC 5.0 $48.32 @$50.00
Feb. 21, 2023 AC 4.9 $58.63 @$60.00
Aug. 2, 2022 AC 4.9 $52.00 @$50.00
May 3, 2022 AC 4.3 $62.61 @$65.00
Feb. 22, 2022 AC 4.5 $53.05 @$55.00
Nov. 2, 2021 AC 4.4 $121.69 @$120.00

 
 
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