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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: OS Estimate: Feb. 20, 2020 BO
OS Projected Window: Feb. 19, 2020 to Feb. 24, 2020
EVR: 2.0
Avg Daily Volume: 891,812    Market Cap: 3.78B
Sector: Healthcare    Short Interest: 15.21
Live Interactive Chart
Days to Next Earnings: 64 Days
Current 7 Day Implied Movement: 7.40%       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: 8

 
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
Nov. 12, 2019 BO $144.34 12.11% 1.73% -2.93% $140.11 $141.55 N/A N/A 6.91% 6.56% 4.94%
Aug. 6, 2019 BO $156.64 6.52% 3.03% 0.95% $158.14 $162.34 4.82% N/A 4.3% 6.47% 5.91%
May 2, 2019 BO $166.76 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 19, 2019 BO $160.93
Nov. 6, 2018 BO $126.16
Aug. 7, 2018 BO $147.59
May 3, 2018 BO $146.60
Feb. 22, 2018 BO $163.86

 
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