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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Companhia de saneamento Basico Do Estado De Sao Paulo (SBS) - NYSE Next Earnings Date: OS Estimate: March 27, 2025 AC
OS Projected Window: March 24, 2025 to March 29, 2025
EVR: 1.4
Avg Daily Volume: 962,025    Market Cap: 10.95B
Sector: Utilities    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 125 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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. 11, 2024 AC 1.5 $15.96 @$15.00 $1.40
($15.96)
9.33% 4.32% I 3.44% I $16.51 $1.70
( $16.51 )
21.43%
Aug. 8, 2024 AC 1.3 $16.57 @$17.50 $2.40
($16.57)
13.71% 6.87% I 6.75% I $17.69 $0.80
( $17.69 )
-66.67%
May 9, 2024 AC 1.4 $15.38 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 21, 2024 AC 1.4 $15.67 @$15.00
Nov. 9, 2023 AC 1.5 $12.32 @$12.50
Aug. 10, 2023 AC 1.4 $10.90 @$10.00
May 12, 2023 AC 1.5 $10.58 @$10.00
March 23, 2023 AC 1.4 $9.04 @$10.00
Nov. 10, 2022 AC 1.4 $10.23 @$10.00
Aug. 11, 2022 AC 1.4 $8.88 @$10.00

 
 
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