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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Safety Insurance Group (SAFT) - NASDAQ Next Earnings Date: OS Estimate: July 9, 2025 AC
OS Projected Window: July 7, 2025 to July 12, 2025
EVR: 1.5
Avg Daily Volume: 47,075    Market Cap: 1.2B
Sector: Financial    Short Interest: 0.87
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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
May 7, 2025 AC 1.5 $77.01 @$75.00 $3.08
($77.01)
4.11% 2.84% I 1.35% I $78.05 $3.98
( $78.05 )
29.22%
Feb. 25, 2025 AC 1.3 $79.67 @$80.00 $2.55
($79.67)
3.19% -7.68% O -5.52% O $75.27 $5.45
( $75.27 )
113.73%
May 8, 2024 AC 1.5 $82.28 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2024 AC 1.4 $85.61 @$85.00
Nov. 1, 2023 AC 1.4 $77.27 @$75.00
Aug. 2, 2023 AC 1.5 $71.05 @$70.00
May 3, 2023 AC 1.7 $71.54 @$70.00
Feb. 22, 2023 AC 1.4 $87.06 @$85.00
Nov. 2, 2022 AC 1.4 $85.00 @$85.00
Aug. 3, 2022 AC 1.6 $84.40 @$85.00

 
 
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