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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sarepta Therapeutics (SRPT) - NASDAQ Next Earnings Date: Estimated on April 30, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 3.2
Avg Daily Volume: 917,377    Market Cap: 11.97B
Sector: Healthcare    Short Interest: 5.32
Live Interactive Chart
Days to Next Earnings: 32 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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
Feb. 28, 2024 AC 3.2 $137.50 @$137.00 $13.35
($137.50)
9.74% -7.41% I -6.98% I $127.90 $12.32
( $127.90 )
-7.72%
Nov. 1, 2023 AC 3.3 $76.52 @$77.00 $9.95
($76.52)
12.92% 7.44% I 1.62% I $77.76 $6.43
( $77.76 )
-35.38%
Aug. 2, 2023 AC 3.2 $105.19 @$105.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 2, 2023 AC 3.3 $123.69 @$124.00
Feb. 28, 2023 AC 2.8 $122.13 @$122.00
Nov. 2, 2022 AC 2.8 $113.42 @$113.00
Aug. 2, 2022 AC 3.1 $94.01 @$94.00
May 4, 2022 AC 3.1 $72.75 @$73.00
March 1, 2022 AC 3.1 $76.02 @$76.00
Nov. 3, 2021 AC 3.2 $86.53 @$87.00

 
 
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