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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SEI Investments Company (SEIC) - NASDAQ Next Earnings Date: April 24, 2024 AC
EVR: 1.7
Avg Daily Volume: 526,730    Market Cap: 9.28B
Sector: Financial    Short Interest: 1.84
Live Interactive Chart
Days to Next Earnings: 5 Days
Implied Move Monthly: 5.56%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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 24, 2024 AC None $0.00 @$65.00 $3.68
($66.13)
5.56% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 31, 2024 AC 1.7 $63.24 @$65.00 $3.28
($63.24)
5.05% 4.94% I 4.87% I $66.32 $2.23
( $66.32 )
-32.01%
Oct. 25, 2023 AC 1.8 $54.40 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 AC 1.9 $63.85 @$65.00
Jan. 25, 2023 AC 2.0 $63.04 @$65.00
Oct. 26, 2022 AC 1.9 $49.38 @$50.00
July 20, 2022 AC 2.1 $54.37 @$55.00
April 20, 2022 AC 2.2 $59.25 @$60.00
Jan. 26, 2022 AC 2.2 $57.45 @$55.00
Oct. 20, 2021 AC 2.3 $63.04 @$65.00

 
 
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