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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sandy Spring Bancorp (SASR) - NASDAQ Next Earnings Date: Estimated on April 29, 2025
OS Projected Window: April 21, 2025 to April 26, 2025
EVR: 1.9
Avg Daily Volume: 311,879    Market Cap: 1.6B
Sector: Financial    Short Interest: 2.01
Live Interactive Chart
Days to Next Earnings: 27 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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
Jan. 28, 2025 BO 2.0 $33.73 @$35.00 $2.15
($33.73)
6.14% -3.64% I -0.2% I $33.66 $3.02
( $33.66 )
40.47%
April 23, 2024 BO 2.0 $20.84 @$20.00 $3.10
($20.84)
15.5% 5.85% I 5.13% I $21.91 $2.23
( $21.91 )
-28.06%
Jan. 23, 2024 BO 1.9 $26.58 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 24, 2023 BO 1.8 $19.77 @$20.00
July 25, 2023 BO 1.8 $25.34 @$25.00
April 20, 2023 BO 1.6 $23.90 @$25.00
Jan. 26, 2023 BO 1.5 $34.46 @$35.00
July 21, 2022 BO 1.5 $39.82 @$40.00
April 21, 2022 BO 1.6 $44.78 @$45.00
Jan. 20, 2022 BO 1.7 $49.37 @$50.00

 
 
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