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: Aug. 6, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 4.9
Avg Daily Volume: 3,159,671    Market Cap: 15.8B
Sector: Technology    Short Interest: 4.74
Live Interactive Chart
Days to Next Earnings: 77 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 25
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
May 7, 2026 BO 4.8 $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 5.1 $96.04 @$95.00 $9.55
($96.04)
10.05% -10.84% O -8.6% I $87.78 $9.38
( $87.78 )
-1.78%
Nov. 6, 2025 BO 5.5 $79.60 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2025 BO 6.2 $73.64 @$75.00
May 8, 2025 BO 6.2 $60.59 @$60.00
Feb. 20, 2025 BO 6.6 $66.80 @$67.50
Aug. 11, 2016 AC 6.2 $5.98 @$6.00
April 27, 2016 AC 5.1 $6.99 @$7.00
Jan. 27, 2016 AC 4.5 $7.61 @$8.00
Oct. 28, 2015 AC 4.7 $4.51 @$4.00

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