Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sage Therapeutics (SAGE) - NASDAQ Next Earnings Date: OS Estimate: Feb. 19, 2025 AC
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 5.3
Avg Daily Volume: 822,071    Market Cap: 1.16B
Sector: Healthcare    Short Interest: 19.85
Live Interactive Chart
Days to Next Earnings: 89 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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
Oct. 29, 2024 AC 5.2 $8.48 @$7.50 $1.62
($8.48)
21.6% -26.88% O -24.05% O $6.44 $1.22
( $6.44 )
-24.69%
July 31, 2024 AC 4.9 $10.95 @$10.00 $1.62
($10.95)
16.2% -13.33% I -10.86% I $9.76 $1.27
( $9.76 )
-21.6%
April 25, 2024 BO 4.9 $14.00 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 14, 2024 BO 4.5 $23.02 @$22.50
Nov. 7, 2023 BO 4.2 $20.61 @$20.00
Aug. 7, 2023 BO 2.3 $36.10 @$35.00
May 2, 2023 BO 2.3 $48.64 @$47.50
Feb. 16, 2023 BO 2.5 $45.11 @$45.00
Nov. 8, 2022 BO 2.5 $33.88 @$35.00
Aug. 2, 2022 BO 2.5 $34.45 @$35.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US