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Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
Snap Inc. (SNAP) - NYSE Next Earnings Date: OS Estimate: Feb. 2, 2021 AC
OS Projected Window: Feb. 4, 2021 to Feb. 7, 2021
EVR: 7.3
Avg Daily Volume: 29,477,584    Market Cap: 32.07B
Sector: None    Short Interest: 7.98
Live Interactive Chart
Days to Next Earnings: 97 Days
Current 7 Day Implied Movement: 6.76%       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: 15

 
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
Oct. 20, 2020 AC $28.45 13.84% N/A 22.91% $34.97 $36.50 N/A N/A 36.69% 17.77% N/A
July 21, 2020 AC $24.74 14.83% N/A -5.05% $23.49 $23.20 N/A N/A -9.21% 16.6% N/A
April 21, 2020 AC $12.44 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 4, 2020 AC $18.98
Oct. 22, 2019 AC $14.00
July 23, 2019 AC $14.83
April 23, 2019 AC $11.99
Feb. 5, 2019 AC $7.04
Oct. 25, 2018 AC $6.99
Aug. 7, 2018 AC $13.12

 
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