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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Senseonics Holdings (SENS) - AMEX Next Earnings Date: Estimated on May 12, 2025
OS Projected Window: May 12, 2025 to May 17, 2025
EVR: 5.3
Avg Daily Volume: 7,297,675    Market Cap: 331.72M
Sector: None    Short Interest: 8.33
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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 3, 2025 AC 4.8 $0.87 @$1.00 $0.30
($0.87)
30.0% -28.73% I -19.54% I $0.70 $0.30
( $0.70 )
0.0%
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%
Aug. 8, 2024 AC None $0.00 @$0.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 13, 2024 AC None $0.00 @$0.50
Feb. 29, 2024 AC 5.0 $0.70 @$0.50
Nov. 9, 2023 AC 5.4 $0.51 @$0.50
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

 
 
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