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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sandy Spring Bancorp (SASR) - NASDAQ Next Earnings Date: Estimate: Jan. 21, 2025 BO
EVR: 2.0
Avg Daily Volume: 643,211    Market Cap: 978.35M
Sector: Financial    Short Interest: 1.57
Live Interactive Chart
Days to Next Earnings: 60 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 36
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
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 $2.30
($26.58)
9.2% -6.09% I -3.04% I $25.77 $1.20
( $25.77 )
-47.83%
Oct. 24, 2023 BO 1.8 $19.77 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 21, 2021 BO 1.5 $48.40 @$50.00

 
 
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