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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Safety Insurance Group (SAFT) - NASDAQ Next Earnings Date: Estimated on May 8, 2024
EVR: 1.7
Avg Daily Volume: 52,062    Market Cap: 1.16B
Sector: Financial    Short Interest: 1.84
Live Interactive Chart
Days to Next Earnings: 19 Days
Implied Move Monthly: 6.67%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 33
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 8, 2024 AC None $0.00 @$80.00 $5.22
($78.22)
6.67% -None% I -None% I $0.00 $0.00
( N/A )
None%
May 3, 2023 AC 1.7 $71.54 @$70.00 $3.53
($71.54)
5.04% -3.55% I -1.06% I $70.78 $3.62
( $70.78 )
2.55%
Feb. 22, 2023 AC 1.4 $87.06 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2022 AC 1.6 $84.40 @$85.00
May 4, 2022 AC 1.5 $87.17 @$85.00
Feb. 23, 2022 AC 1.3 $84.98 @$85.00
Nov. 3, 2021 AC 1.3 $81.06 @$80.00
Aug. 4, 2021 AC 1.5 $76.91 @$75.00
May 5, 2021 AC 1.4 $82.78 @$85.00
Aug. 5, 2020 AC 1.4 $76.02 @$75.00

 
 
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