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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Science Applications International Corporation (SAIC) - NASDAQ Next Earnings Date: Estimated on Sept. 9, 2024
OS Projected Window: Sept. 2, 2024 to Sept. 7, 2024
EVR: 2.5
Avg Daily Volume: 395,759    Market Cap: 6.70B
Sector: Technology    Short Interest: 1.19
Live Interactive Chart
Days to Next Earnings: 45 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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 5, 2024 AC 2.6 $118.09 @$120.00 $4.22
($118.09)
3.52% -1.86% I -1.09% I $116.80 $5.08
( $116.80 )
20.38%
March 18, 2024 BO 2.4 $142.64 @$145.00 $10.45
($142.64)
7.21% -17.49% O -9.98% O $128.40 $17.30
( $128.40 )
65.55%
Dec. 4, 2023 BO 2.0 $119.92 @$120.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Sept. 1, 2022 BO 2.3 $91.07 @$90.00
June 6, 2022 BO 2.5 $88.10 @$90.00
March 28, 2022 BO 2.6 $91.66 @$90.00
Dec. 6, 2021 BO 2.8 $85.56 @$85.00

 
 
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