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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SEI Investments Company (SEIC) - NASDAQ Next Earnings Date: OS Estimate: July 22, 2026 AC
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 1.9
Avg Daily Volume: 976,748    Market Cap: 10.7B
Sector: Financial    Short Interest: 1.81
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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 22, 2026 AC 1.7 $84.79 @$85.00 $5.28
($84.79)
6.21% 9.52% O 7.38% O $91.05 $8.08
( $91.05 )
53.03%
Jan. 28, 2026 AC 1.7 $86.10 @$85.00 $5.10
($86.10)
6.0% 6.17% O 2.25% I $88.04 $5.27
( $88.04 )
3.33%
Oct. 22, 2025 AC 1.7 $81.41 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 23, 2025 AC 1.7 $89.98 @$90.00
April 23, 2025 AC 1.5 $73.00 @$75.00
Jan. 29, 2025 AC 1.6 $82.96 @$85.00
Oct. 23, 2024 AC 1.4 $70.70 @$70.00
July 24, 2024 AC 1.4 $66.25 @$65.00
April 24, 2024 AC 1.6 $66.60 @$65.00
Jan. 31, 2024 AC 1.6 $63.24 @$65.00

 
 
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