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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SeaChange International (SEAC) - NASDAQ Next Earnings Date: OS Estimate: June 5, 2024 AC
OS Projected Window: June 3, 2024 to June 8, 2024
EVR: 5.3
Avg Daily Volume: 4,589    Market Cap: 12.61M
Sector: Technology    Short Interest: 3.85
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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
April 8, 2022 AC 5.6 $1.22 @$1.00 $0.47
($1.22)
47.0% -9.83% I -8.19% I $1.12 $0.45
( $1.12 )
-4.26%
Dec. 14, 2021 AC 6.0 $1.51 @$2.00 $1.42
($1.51)
71.0% 14.56% I 11.92% I $1.69 $1.30
( $1.69 )
-8.45%
Sept. 13, 2021 AC 5.6 $1.09 @$1.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 10, 2021 AC 5.9 $1.23 @$1.00
April 13, 2021 AC 6.1 $1.37 @$1.00
Dec. 10, 2020 AC 6.5 $0.97 @$2.50
Sept. 8, 2020 AC 6.0 $1.34 @$2.50
June 12, 2020 BO 6.2 $1.88 @$2.50
April 7, 2020 BO 5.9 $3.63 @$2.50
Dec. 5, 2019 BO 5.1 $3.62 @$2.50

 
 
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