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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SAP SE ADS (SAP) - NYSE Next Earnings Date: Estimate: Jan. 28, 2025 AC
EVR: 1.8
Avg Daily Volume: 925,286    Market Cap: 224.40B
Sector: Technology    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 67 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
July 22, 2024 BO 1.9 $197.21 @$195.00 $15.80
($197.21)
8.1% 2.07% I 1.65% I $200.47 $17.55
( $200.47 )
11.08%
April 22, 2024 BO 2.0 $175.77 @$175.00 $13.55
($175.77)
7.74% 1.83% I 1.37% I $178.18 $13.70
( $178.18 )
1.11%
Jan. 24, 2024 BO 1.8 $163.38 @$165.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 19, 2023 BO 2.1 $127.61 @$130.00
July 20, 2023 BO 1.9 $143.00 @$145.00
April 21, 2023 BO 1.9 $126.86 @$125.00
Jan. 26, 2023 BO 2.2 $116.16 @$115.00
Oct. 25, 2022 BO 2.1 $91.01 @$90.00
July 21, 2022 BO 2.1 $92.33 @$90.00
April 22, 2022 BO 2.2 $106.34 @$105.00

 
 
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