Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Somnigroup International Inc. (SGI) - NYSE Next Earnings Date: OS Estimate: Nov. 5, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 2.9
Avg Daily Volume: 3,381,319    Market Cap: 13.6B
Sector: Consumer Cyclical    Short Interest: 6.55
Live Interactive Chart
Days to Next Earnings: 64 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 7
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
Aug. 6, 2026 BO 2.8 $69.58 @$70.00 $8.05
($69.58)
11.5% -8.7% I -6.76% I $64.87 $6.45
( $64.87 )
-19.88%
May 7, 2026 BO 2.6 $78.62 @$80.00 $8.40
($78.62)
10.5% -10.79% O -10.11% I $70.67 $9.20
( $70.67 )
9.52%
Feb. 17, 2026 BO 2.3 $96.04 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2025 BO 1.6 $79.60 @$80.00
Aug. 7, 2025 BO 1.8 $73.64 @$75.00
May 8, 2025 BO 0.1 $60.59 @$60.00
Feb. 20, 2025 BO 0.0 $66.80 @$67.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US