Exclusive Update    Optionslam.com has confirmed NYSE:SIG next earnings date on Tue Jun 09, 2020 BO
 

   Optionslam.com

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

 
J (J) - N/A Next Earnings Date: N/A
EVR: 1.0
Avg Daily Volume: 1,197,725    Market Cap: 10.51B
Sector: None    Short Interest: 2.96
Live Interactive Chart

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 2
Earnings Date 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 Close Price Straddle @Trade Price Return
May 6, 2020 AC $78.35 @$80.00 $4.08
($78.16)
5.1% 2.29% I $78.55 $3.72
( $78.36 )
-8.82%
Feb. 4, 2020 BO $93.04 @$95.00 $5.22
($93.04)
5.49% 2.68% I $95.46 $3.47
( $95.46 )
-33.52%

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