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Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
Sage Therapeutics, Inc. (SAGE) - NASDAQ Next Earnings Date: Estimated on Nov. 5, 2020
OS Projected Window: Oct. 31, 2020 to Nov. 11, 2020
EVR: 2.7
Avg Daily Volume: 668,137    Market Cap: 2.71B
Sector: Healthcare    Short Interest: 19.83
Live Interactive Chart
Days to Next Earnings: 15 Days
Current 7 Day Implied Movement: 5.88%       Theoretical Expires in 7 days


 
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Sample Chart


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Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 11

 
Earnings Date Pre Earnings Post Earnings Open Post Earnings Mean of Previous 2 Earnings
Close Price 7 Day IM 7 Day HM Open Close 7 Day IM 7 Day HM One Day Max Move Pre Earnings Post Earnings
Aug. 10, 2020 BO $50.70 11.32% 3.69% 1.14% $51.28 $53.31 N/A N/A 6.76% 14.54% N/A
May 7, 2020 AC $40.76 12.09% 14.45% -5.54% $38.50 $39.20 N/A N/A -7.97% 14.54% N/A
Feb. 27, 2020 BO $63.65 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 12, 2019 BO $144.34
Aug. 6, 2019 BO $156.64
May 2, 2019 BO $166.76
Feb. 19, 2019 BO $160.93
Nov. 6, 2018 BO $126.16
Aug. 7, 2018 BO $147.59
May 3, 2018 BO $146.60

 
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