Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Smith & Nephew SNATS (SNN) - NYSE Next Earnings Date: OS Estimate: June 26, 2025 BO
OS Projected Window: June 23, 2025 to June 28, 2025
EVR: 2.1
Avg Daily Volume: 817,107    Market Cap: 10.8B
Sector: Healthcare    Short Interest: 0.49
Live Interactive Chart
Days to Next Earnings: 83 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 32
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
Feb. 25, 2025 BO 2.0 $26.28 @$25.00 $3.38
($26.28)
13.52% 7.72% I 6.96% I $28.11 $3.65
( $28.11 )
7.99%
Feb. 27, 2024 BO 2.2 $28.53 @$30.00 $2.03
($28.53)
6.77% -2.59% I -1.99% I $27.96 $2.12
( $27.96 )
4.43%
Aug. 3, 2023 BO 2.3 $29.30 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 21, 2023 BO 2.1 $27.86 @$30.00
July 28, 2022 BO 1.9 $29.35 @$30.00
Feb. 22, 2022 BO 1.8 $32.59 @$32.50
July 29, 2021 BO 1.7 $43.70 @$42.50
Feb. 18, 2021 BO 1.6 $43.97 @$45.00
July 29, 2020 BO 1.7 $41.82 @$42.50
Feb. 20, 2020 BO 1.6 $48.22 @$47.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US