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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SLM Corporation (SLM) - NASDAQ Next Earnings Date: OS Estimate: Jan. 22, 2025 AC
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 2.3
Avg Daily Volume: 1,777,795    Market Cap: 4.55B
Sector: Financial    Short Interest: 6.69
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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
Oct. 23, 2024 AC 2.4 $22.80 @$23.00 $3.03
($22.80)
13.17% -5.52% I -2.58% I $22.21 $1.52
( $22.21 )
-49.83%
July 24, 2024 AC 2.5 $23.64 @$24.00 $2.50
($23.64)
10.42% -5.79% I -2.7% I $23.00 $1.05
( $23.00 )
-58.0%
April 24, 2024 AC 2.7 $22.10 @$22.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 24, 2024 AC 2.8 $19.20 @$19.00
Oct. 25, 2023 AC 3.0 $12.99 @$13.00
July 26, 2023 AC 3.0 $16.26 @$16.00
April 26, 2023 AC 3.0 $14.66 @$15.00
Feb. 1, 2023 AC 2.9 $17.79 @$18.00
Oct. 26, 2022 AC 3.1 $15.96 @$16.00
July 27, 2022 AC 2.9 $17.25 @$17.00

 
 
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