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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sun Country Airlines Holdings (SNCY) - NASDAQ Next Earnings Date: OS Estimate: Feb. 5, 2025 AC
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 4.1
Avg Daily Volume: 924,546    Market Cap: 722.09M
Sector: None    Short Interest: 6.51
Live Interactive Chart
Days to Next Earnings: 68 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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. 30, 2024 AC 4.1 $12.78 @$12.50 $1.58
($12.78)
12.64% 11.11% I 9.93% I $14.05 $1.60
( $14.05 )
1.27%
Aug. 1, 2024 AC 4.1 $11.67 @$12.50 $1.45
($11.67)
11.6% 9.68% I -5.48% I $11.03 $1.95
( $11.03 )
34.48%
May 6, 2024 AC 3.9 $14.06 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 31, 2024 AC 3.9 $13.61 @$12.50
Nov. 7, 2023 AC 3.9 $13.05 @$12.50
Aug. 3, 2023 AC 3.5 $20.39 @$20.00
April 27, 2023 AC 3.5 $18.60 @$17.50
Feb. 2, 2023 AC 3.6 $20.62 @$20.00
Nov. 1, 2022 AC 2.6 $16.37 @$17.50
May 5, 2022 AC 2.4 $27.54 @$30.00

 
 
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