Optionslam.com

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

 
Sanofi (SNY) - NASDAQ Next Earnings Date: OS Estimate: Feb. 6, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 2.0
Avg Daily Volume: 2,117,954    Market Cap: 120.17B
Sector: Healthcare    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 69 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
Oct. 25, 2024 BO 1.9 $52.05 @$52.50 $3.90
($52.05)
7.43% 4.59% I 4.39% I $54.34 $3.12
( $54.34 )
-20.0%
July 25, 2024 BO 1.8 $51.20 @$50.00 $4.73
($51.20)
9.46% 4.23% I 3.71% I $53.10 $3.90
( $53.10 )
-17.55%
April 25, 2024 BO 1.6 $46.61 @$47.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 1, 2024 BO 1.6 $49.90 @$50.00
Oct. 27, 2023 BO 0.9 $53.33 @$52.50
July 28, 2023 BO 0.9 $53.54 @$52.50
April 27, 2023 BO 1.0 $56.22 @$55.00
Feb. 3, 2023 BO 1.0 $47.24 @$47.00
Oct. 28, 2022 BO 0.9 $41.58 @$42.00
July 28, 2022 BO 1.0 $50.92 @$50.00

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