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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SentinelOne (S) - NYSE Next Earnings Date: Dec. 4, 2024 AC
EVR: 5.8
Avg Daily Volume: 3,703,113    Market Cap: 7.13B
Sector: Technology    Short Interest: 4.33
Live Interactive Chart
Days to Next Earnings: 12 Days
Implied Move Weekly: 13.05%       Expires on: Dec. 6, 2024
Implied Move Monthly: 14.82%       Expires on: Dec. 20, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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
Dec. 4, 2024 AC None $0.00 @$28.00 $4.17
($28.13)
14.82% -None% I -None% I $0.00 $0.00
( N/A )
None%
Aug. 27, 2024 AC 6.3 $24.75 @$24.50 $4.03
($24.75)
16.45% 7.55% I -1.29% I $24.43 $2.25
( $24.43 )
-44.17%
May 30, 2024 AC 5.7 $19.42 @$19.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 13, 2024 AC 5.3 $27.94 @$28.00
Dec. 5, 2023 AC 4.8 $20.00 @$20.00
Aug. 31, 2023 AC 4.6 $16.63 @$16.50
June 1, 2023 AC 3.5 $20.72 @$21.00
March 14, 2023 AC 3.5 $14.47 @$14.00
Dec. 6, 2022 AC 3.4 $14.10 @$14.00
Aug. 31, 2022 AC 3.0 $27.31 @$25.00

 
 
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