Optionslam.com

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

 
Science Applications International Corporation (SAIC) - NASDAQ Next Earnings Date: Estimated on June 1, 2026
OS Projected Window: June 1, 2026 to June 6, 2026
EVR: 3.8
Avg Daily Volume: 685,247    Market Cap: 4.1B
Sector: Technology    Short Interest: 6.61
Live Interactive Chart
Days to Next Earnings: 54 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
March 16, 2026 BO 3.9 $91.91 @$90.00 $10.78
($91.91)
11.98% 3.35% I 1.24% I $93.05 $8.38
( $93.05 )
-22.26%
Dec. 4, 2025 BO 3.3 $87.53 @$90.00 $9.42
($87.53)
10.47% 19.54% O 16.29% O $101.79 $12.78
( $101.79 )
35.67%
Sept. 4, 2025 BO 3.3 $114.11 @$115.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 2, 2025 BO 3.0 $115.54 @$115.00
March 17, 2025 BO 2.6 $104.43 @$105.00
Dec. 5, 2024 BO 2.5 $123.91 @$125.00
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

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