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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SandRidge Energy (SD) - NYSE Next Earnings Date: OS Estimate: March 4, 2025 AC
OS Projected Window: March 3, 2025 to March 8, 2025
EVR: 1.7
Avg Daily Volume: 309,827    Market Cap: 514.22M
Sector: Basic Materials    Short Interest: 3.02
Live Interactive Chart
Days to Next Earnings: 102 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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. 6, 2024 AC 1.7 $11.79 @$12.50 $1.30
($11.79)
10.4% 6.53% I 4.07% I $12.27 $0.60
( $12.27 )
-53.85%
Nov. 4, 2024 AC 1.9 $11.12 @$10.00 $1.25
($11.12)
12.5% 2.15% I 1.97% I $11.34 $1.65
( $11.34 )
32.0%
Aug. 5, 2024 AC 2.2 $12.05 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 7, 2024 AC 2.5 $13.82 @$15.00
March 6, 2024 AC 2.9 $13.06 @$12.50
Nov. 6, 2023 AC 3.4 $15.46 @$15.00
Aug. 2, 2023 AC 3.7 $16.64 @$17.50
May 4, 2023 AC 3.9 $13.11 @$12.50
March 15, 2023 AC 4.2 $13.06 @$12.50
Nov. 2, 2022 AC 4.6 $18.61 @$17.50

 
 
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