Optionslam.com

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

 
Saia (SAIA) - NASDAQ Next Earnings Date: OS Estimate: July 24, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 3.8
Avg Daily Volume: 472,111    Market Cap: 15.41B
Sector: None    Short Interest: 7.98
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
April 26, 2024 BO 3.2 $543.02 @$540.00 $57.60
($543.02)
10.67% -21.7% O -21.03% O $428.81 $113.17
( $428.81 )
96.48%
Feb. 2, 2024 BO 3.0 $467.45 @$470.00 $42.15
($467.45)
8.97% 14.57% O 14.34% O $534.51 $68.73
( $534.51 )
63.06%
Oct. 27, 2023 BO 2.9 $377.09 @$380.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 28, 2023 BO 2.8 $410.81 @$410.00
April 28, 2023 BO 2.6 $259.92 @$260.00
Feb. 3, 2023 BO 2.7 $287.61 @$290.00
Oct. 31, 2022 BO 2.9 $192.21 @$190.00
July 27, 2022 BO 3.1 $206.11 @$210.00
May 10, 2022 BO 3.2 $210.78 @$210.00
Feb. 2, 2022 BO 3.3 $299.72 @$300.00

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