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Implied Movement: Weekly Straddle Tracking History   
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Scientific Games Corp (SGMS) - NASDAQ Next Earnings Date: Estimated on Nov. 5, 2020
OS Projected Window: Nov. 2, 2020 to Nov. 13, 2020
EVR: 5.5
Avg Daily Volume: 2,294,995    Market Cap: 1.89B
Sector: Services    Short Interest: 14.15
Live Interactive Chart
Days to Next Earnings: 15 Days
Current 7 Day Implied Movement: 7.52%       Theoretical Expires in 7 days
Implied Move Weekly: 17.46%       Expires on: Nov. 6, 2020
Implied Move Monthly: 22.60%       Expires on: Nov. 20, 2020

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Sample Chart


 
Tracking Statistics Available: 4
Earnings Date IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
Post Earnings: At Market Close
Pre-ER Close Position Straddle @Trade Price Open High Low Close Max Move I/O Price Straddle @Trade Price Return
July 23, 2020 AC $15.18 @$15.00 $1.75
($15.18)
16.48% 16.48% 14.42% 11.67% 14.03% O $17.12 $2.15
($17.12)
22.86%
May 5, 2020 AC $11.82 @$12.00 $2.60
($11.82)
34.15% 55.14% 11.09% 21.67% -6.76% I $11.11 $1.73
($11.11)
-33.46%
Feb. 18, 2020 AC $29.39 @$29.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 7, 2019 AC $26.98 @$27.00


 
 
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