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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Smith & Nephew SNATS (SNN) - NYSE Next Earnings Date: N/A
EVR: 2.0
Avg Daily Volume: 927,852    Market Cap: 10.46B
Sector: Healthcare    Short Interest: None
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 31
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. 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 $2.25
($29.30)
7.5% -3.1% I -2.79% I $28.48 $1.77
( $28.48 )
-21.33%
Feb. 21, 2023 BO 2.1 $27.86 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 31, 2019 BO 1.5 $44.42 @$45.00

 
 
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