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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Science Applications International Corporation (SAIC) - NASDAQ Next Earnings Date: OS Estimate: Dec. 2, 2026 BO
OS Projected Window: Nov. 30, 2026 to Dec. 5, 2026
EVR: 4.1
Avg Daily Volume: 488,182    Market Cap: 5.6B
Sector: Technology    Short Interest: 5.42
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
Aug. 31, 2026 BO 4.1 $125.96 @$125.00 $12.90
($125.96)
10.32% 13.25% O 1.79% I $128.22 $9.12
( $128.22 )
-29.3%
June 1, 2026 BO 3.8 $104.20 @$105.00 $9.80
($104.20)
9.33% 18.43% O 10.44% O $115.08 $11.60
( $115.08 )
18.37%
March 16, 2026 BO 3.9 $91.91 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 4, 2025 BO 3.3 $87.53 @$90.00
Sept. 4, 2025 BO 3.3 $114.11 @$115.00
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

 
 
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