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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Selective Insurance Group (SIGI) - NASDAQ Next Earnings Date: Estimate: July 31, 2024 AC
EVR: 2.2
Avg Daily Volume: 339,994    Market Cap: 6.50B
Sector: Financial    Short Interest: 2.15
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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
Jan. 31, 2024 AC 2.1 $104.86 @$105.00 $5.50
($104.86)
5.24% -9.4% O -7.68% O $96.80 $8.45
( $96.80 )
53.64%
Nov. 1, 2023 AC 2.2 $106.56 @$105.00 $6.60
($106.56)
6.29% -3.71% I -1.13% I $105.35 $5.08
( $105.35 )
-23.03%
Aug. 2, 2023 AC 2.2 $104.42 @$105.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 3, 2023 AC 2.1 $99.92 @$100.00
Feb. 2, 2023 AC 2.0 $94.72 @$95.00
Aug. 3, 2022 AC 1.7 $75.67 @$75.00
May 4, 2022 AC 1.6 $85.53 @$85.00
Feb. 3, 2022 AC 1.6 $79.30 @$80.00
Oct. 27, 2021 AC 1.7 $77.97 @$80.00
July 28, 2021 AC 1.8 $78.56 @$80.00

 
 
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