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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Senseonics Holdings (SENS) - AMEX Next Earnings Date: OS Estimate: March 5, 2025 AC
OS Projected Window: March 3, 2025 to March 8, 2025
EVR: 4.8
Avg Daily Volume: 4,676,004    Market Cap: 331.72M
Sector: None    Short Interest: 8.33
Live Interactive Chart
Days to Next Earnings: 103 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 27
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. 7, 2024 AC 4.8 $0.35 @$0.50 $0.22
($0.35)
44.0% -14.28% I -11.42% I $0.31 $0.12
( $0.31 )
-45.45%
Feb. 29, 2024 AC 5.0 $0.70 @$0.50 $0.25
($0.70)
50.0% -14.28% I -9.99% I $0.63 $0.15
( $0.63 )
-40.0%
Nov. 9, 2023 AC 5.4 $0.51 @$0.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 10, 2023 AC 5.5 $0.74 @$0.50
May 9, 2023 AC 5.3 $0.65 @$0.50
March 15, 2023 AC 5.6 $0.94 @$1.00
Nov. 8, 2022 AC 5.6 $1.20 @$1.00
Aug. 9, 2022 AC 5.6 $1.85 @$2.00
May 10, 2022 AC 5.8 $1.24 @$1.00
March 1, 2022 AC 5.7 $1.77 @$2.00

 
 
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