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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sana Biotechnology (SANA) - NASDAQ Next Earnings Date: OS Estimate: Nov. 27, 2024 BO
OS Projected Window: Nov. 25, 2024 to Nov. 30, 2024
EVR: 4.4
Avg Daily Volume: 1,410,005    Market Cap: 1.78B
Sector: None    Short Interest: 23.99
Live Interactive Chart
Days to Next Earnings: 5 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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
Nov. 8, 2024 BO 4.6 $3.10 @$2.50 $2.62
($3.10)
104.8% -3.22% I -3.22% I $3.00 $2.65
( $3.00 )
1.15%
May 8, 2024 AC 4.2 $9.49 @$10.00 $1.70
($9.49)
17.0% -23.49% O -20.96% O $7.50 $2.80
( $7.50 )
64.71%
Feb. 29, 2024 AC 3.8 $10.04 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 8, 2023 AC 3.6 $3.34 @$2.50
Aug. 3, 2023 AC 3.9 $5.43 @$5.00
May 8, 2023 AC 3.9 $5.54 @$5.00
March 16, 2023 AC 3.8 $3.26 @$2.50
Aug. 3, 2022 AC 3.0 $6.73 @$7.50
Aug. 4, 2021 AC 0.3 $18.62 @$17.50
May 5, 2021 AC 0.0 $16.67 @$17.50

 
 
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