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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SandRidge Energy (SD) - NYSE Next Earnings Date: OS Estimate: May 6, 2025 AC
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 1.5
Avg Daily Volume: 336,563    Market Cap: 438.0M
Sector: Basic Materials    Short Interest: 1.59
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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
March 10, 2025 AC 1.6 $11.25 @$10.00 $1.48
($11.25)
14.8% -4.62% I -2.75% I $10.94 $1.30
( $10.94 )
-12.16%
March 5, 2025 AC 1.7 $10.98 @$10.00 $1.32
($10.98)
13.2% 2.64% I -0.27% I $10.95 $1.00
( $10.95 )
-24.24%
Nov. 6, 2024 AC 1.7 $11.79 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 4, 2024 AC 1.9 $11.12 @$10.00
Aug. 5, 2024 AC 2.2 $12.05 @$12.50
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

 
 
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