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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Science Applications International Corporation (SAIC) - NASDAQ Next Earnings Date: Estimated on June 3, 2024
OS Projected Window: June 3, 2024 to June 8, 2024
EVR: 2.1
Avg Daily Volume: 365,022    Market Cap: 6.70B
Sector: Technology    Short Interest: 1.19
Live Interactive Chart
Days to Next Earnings: 46 Days

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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
April 3, 2023 BO 2.3 $107.46 @$105.00 $7.30
($107.46)
6.95% 3.8% I 2.82% I $110.50 $6.95
( $110.50 )
-4.79%
Sept. 1, 2022 BO 2.4 $91.07 @$90.00 $6.22
($91.07)
6.91% 3.89% I 3.21% I $94.00 $5.77
( $94.00 )
-7.23%
June 6, 2022 BO 2.6 $88.10 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 28, 2022 BO 2.7 $91.66 @$90.00
Dec. 6, 2021 BO 2.9 $85.56 @$85.00
Sept. 2, 2021 AC 3.0 $85.38 @$85.00
June 3, 2021 AC 3.3 $91.81 @$90.00
March 25, 2021 AC 3.1 $95.89 @$95.00
Dec. 3, 2020 AC 3.4 $94.68 @$95.00
Sept. 2, 2020 AC 3.6 $84.93 @$85.00

 
 
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