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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Schneider National (SNDR) - NYSE Next Earnings Date: OS Estimate: Jan. 30, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 2.2
Avg Daily Volume: 596,483    Market Cap: 4.21B
Sector: None    Short Interest: 3.64
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 28
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. 6, 2024 BO 2.2 $29.08 @$30.00 $3.12
($29.08)
10.4% 6.22% I 4.67% I $30.44 $0.47
( $30.44 )
-84.94%
Aug. 1, 2024 BO 2.0 $26.91 @$25.00 $3.20
($26.91)
12.8% 7.61% I 4.27% I $28.06 $4.05
( $28.06 )
26.56%
May 2, 2024 BO 2.1 $21.08 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 1, 2024 BO 2.0 $24.52 @$25.00
Nov. 2, 2023 BO 1.7 $25.36 @$25.00
Aug. 3, 2023 BO 1.7 $30.82 @$30.00
April 27, 2023 BO 1.8 $25.56 @$25.00
Feb. 2, 2023 BO 1.5 $27.41 @$25.00
July 28, 2022 BO 1.5 $24.10 @$25.00
April 28, 2022 BO 1.4 $22.85 @$22.50

 
 
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