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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sea Limited (SE) - NYSE Next Earnings Date: OS Estimate: May 14, 2024 BO
OS Projected Window: May 13, 2024 to May 18, 2024
EVR: 7.0
Avg Daily Volume: 5,818,051    Market Cap: 32.83B
Sector: Basic Materials    Short Interest: 7.16
Live Interactive Chart
Days to Next Earnings: 26 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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 4, 2024 BO 7.3 $51.05 @$51.00 $9.48
($51.05)
18.59% 13.61% I 5.58% I $53.90 $5.29
( $53.90 )
-44.2%
Nov. 14, 2023 BO 6.8 $46.03 @$45.00 $9.80
($46.03)
21.78% -22.68% O -22.07% O $35.87 $9.53
( $35.87 )
-2.76%
Aug. 15, 2023 BO 6.2 $56.90 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 16, 2023 BO 5.9 $88.07 @$90.00
March 7, 2023 BO 5.2 $65.71 @$66.00
Nov. 15, 2022 BO 4.1 $45.80 @$45.00
Aug. 16, 2022 BO 3.9 $89.97 @$90.00
May 17, 2022 BO 3.8 $70.33 @$70.00
March 1, 2022 BO 4.0 $145.60 @$146.00
Nov. 16, 2021 BO 4.2 $343.02 @$340.00

 
 
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