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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
TD SYNNEX Corporation (SNX) - NYSE Next Earnings Date: OS Estimate: Jan. 7, 2025 BO
OS Projected Window: Jan. 6, 2025 to Jan. 11, 2025
EVR: 2.1
Avg Daily Volume: 563,003    Market Cap: 9.88B
Sector: Services    Short Interest: 2.99
Live Interactive Chart
Days to Next Earnings: 46 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
Sept. 26, 2024 BO 2.4 $117.29 @$115.00 $7.65
($117.29)
6.65% 3.09% I 1.21% I $118.71 $6.88
( $118.71 )
-10.07%
June 25, 2024 BO 2.2 $129.34 @$130.00 $8.30
($129.34)
6.38% -9.82% O -9.57% O $116.96 $13.55
( $116.96 )
63.25%
March 26, 2024 BO 2.0 $105.44 @$105.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 9, 2024 BO 2.0 $104.94 @$105.00
Sept. 26, 2023 BO 2.1 $101.90 @$100.00
June 27, 2023 BO 2.0 $97.70 @$100.00
March 28, 2023 BO 2.2 $93.02 @$95.00
Jan. 10, 2023 BO 2.4 $100.20 @$100.00
Sept. 27, 2022 BO 2.9 $84.20 @$85.00
June 28, 2022 BO 2.9 $98.27 @$100.00

 
 
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