Optionslam.com

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

 
Science Applications International Corporation (SAIC) - NASDAQ Next Earnings Date: OS Estimate: Sept. 17, 2025 BO
OS Projected Window: Sept. 15, 2025 to Sept. 20, 2025
EVR: 3.3
Avg Daily Volume: 768,955    Market Cap: 6.14B
Sector: Technology    Short Interest: 1.89
Live Interactive Chart
Days to Next Earnings: 100 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
June 2, 2025 BO 3.0 $115.54 @$115.00 $13.00
($115.54)
11.3% -15.14% O -13.25% O $100.22 $15.73
( $100.22 )
21.0%
March 17, 2025 BO 2.6 $104.43 @$105.00 $13.05
($104.43)
12.43% 15.37% O 7.15% I $111.90 $11.50
( $111.90 )
-11.88%
Dec. 5, 2024 BO 2.5 $123.91 @$125.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 5, 2024 AC 2.6 $118.09 @$120.00
March 18, 2024 BO 2.4 $142.64 @$145.00
Dec. 4, 2023 BO 2.0 $119.92 @$120.00
Sept. 7, 2023 BO 2.1 $115.53 @$115.00
June 5, 2023 BO 2.2 $101.45 @$100.00
April 3, 2023 BO 2.3 $107.46 @$105.00
Dec. 5, 2022 BO 2.2 $109.26 @$110.00

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