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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Safety Insurance Group (SAFT) - NASDAQ Next Earnings Date: OS Estimate: July 8, 2026 AC
OS Projected Window: July 6, 2026 to July 11, 2026
EVR: 1.5
Avg Daily Volume: 83,889    Market Cap: 1.1B
Sector: Financial    Short Interest: 1.09
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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 6, 2026 AC 1.4 $74.30 @$75.00 $4.97
($74.30)
6.63% -7.26% O -1.92% I $72.87 $2.52
( $72.87 )
-49.3%
Feb. 25, 2026 AC 1.4 $78.46 @$80.00 $3.08
($78.46)
3.85% 2.66% I -0.9% I $77.75 $3.53
( $77.75 )
14.61%
Nov. 3, 2025 AC 1.5 $68.23 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2025 AC 1.5 $70.42 @$70.00
May 7, 2025 AC 1.5 $77.01 @$75.00
Feb. 25, 2025 AC 1.3 $79.67 @$80.00
May 8, 2024 AC 1.5 $82.28 @$80.00
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

 
 
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