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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sandisk Corporation (SNDK) - NASDAQ Next Earnings Date: N/A
EVR: 2.6
Avg Daily Volume: 5,048,955    Market Cap: N/A
Sector: Technology    Short Interest: 7.3
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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
April 27, 2016 AC 2.8 $75.87 @$76.00 $2.62
($75.87)
3.45% 1.23% I 0.83% I $76.50 $0.71
( $76.24 )
-72.9%
Jan. 27, 2016 AC 2.8 $64.20 @$65.00 $8.35
($64.21)
13.0% 5.21% I 4.73% I $67.25 $7.09
( $67.07 )
-15.08%
Oct. 21, 2015 AC 3.2 $76.78 @$77.00/$76.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 22, 2015 AC 2.9 $54.18 @$54.00
April 15, 2015 AC 2.9 $71.12 @$71.00
Jan. 21, 2015 AC 3.0 $80.44 @$80.50/$80.00
Oct. 16, 2014 AC 3.2 $85.31 @$86.00
July 16, 2014 AC 3.1 $107.83 @$108.00/$107.00
April 16, 2014 AC 2.9 $75.84 @$77.50
Jan. 22, 2014 AC 3.1 $72.19 @$72.50

 
 
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