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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Saia (SAIA) - NASDAQ Next Earnings Date: OS Estimate: July 30, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 4.9
Avg Daily Volume: 446,963    Market Cap: 11.8B
Sector: None    Short Interest: 4.42
Live Interactive Chart
Days to Next Earnings: 64 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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
April 30, 2026 BO 5.2 $422.04 @$420.00 $55.70
($422.04)
13.26% 7.09% I 6.34% I $448.82 $47.10
( $448.82 )
-15.44%
Feb. 10, 2026 BO 5.2 $409.60 @$410.00 $51.85
($409.60)
12.65% -8.56% I -6.82% I $381.64 $35.83
( $381.64 )
-30.9%
Oct. 30, 2025 BO 5.5 $277.36 @$280.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 25, 2025 BO 5.6 $311.79 @$310.00
April 25, 2025 BO 4.5 $354.22 @$350.00
Feb. 3, 2025 BO 4.4 $480.11 @$480.00
Oct. 25, 2024 BO 4.2 $414.43 @$410.00
July 26, 2024 BO 3.8 $489.11 @$490.00
April 26, 2024 BO 3.2 $543.02 @$540.00
Feb. 2, 2024 BO 3.0 $467.45 @$470.00

 
 
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