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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sanofi (SNY) - NASDAQ Next Earnings Date: Estimated on April 24, 2025
OS Projected Window: April 21, 2025 to April 26, 2025
EVR: 1.8
Avg Daily Volume: 2,717,949    Market Cap: 135.4B
Sector: Healthcare    Short Interest: 0.21
Live Interactive Chart
Days to Next Earnings: 23 Days
Implied Move Monthly: 5.98%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
April 24, 2025 BO None $0.00 @$55.00 $3.25
($54.34)
5.98% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 30, 2025 BO 2.0 $52.15 @$52.50 $4.98
($52.15)
9.49% 5.19% I 3.83% I $54.15 $3.08
( $54.15 )
-38.15%
Oct. 25, 2024 BO 1.9 $52.05 @$52.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 25, 2024 BO 1.8 $51.20 @$50.00
April 25, 2024 BO 1.6 $46.61 @$47.50
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

 
 
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