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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Signature Bank (SBNY) - NASDAQ Next Earnings Date: OS Estimate: April 17, 2024 BO
OS Projected Window: April 15, 2024 to April 20, 2024
EVR: 3.0
Avg Daily Volume: 497,797    Market Cap: 129.10M
Sector: Financial    Short Interest: 10.56
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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
Jan. 17, 2023 BO 2.8 $118.37 @$120.00 $19.45
($118.37)
16.21% 11.38% I 2.37% I $121.18 $15.05
( $121.18 )
-22.62%
Oct. 18, 2022 BO 2.7 $153.06 @$155.00 $21.75
($153.06)
14.03% -7.8% I 2.76% I $157.29 $18.85
( $157.29 )
-13.33%
July 19, 2022 BO 2.5 $196.12 @$195.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 19, 2022 BO 2.5 $266.61 @$270.00
Jan. 18, 2022 BO 2.5 $365.39 @$370.00
Oct. 19, 2021 BO 2.5 $308.44 @$310.00
July 20, 2021 BO 2.5 $227.75 @$230.00
April 21, 2021 BO 2.2 $219.23 @$220.00
Jan. 21, 2021 BO 2.2 $153.72 @$155.00
Oct. 20, 2020 BO 2.1 $85.92 @$85.00

 
 
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