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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Scientific Games Corp (SGMS) - NASDAQ Next Earnings Date: Estimated on Nov. 5, 2020
OS Projected Window: Nov. 2, 2020 to Nov. 13, 2020
EVR: 5.5
Avg Daily Volume: 1,892,437    Market Cap: 1.89B
Sector: Services    Short Interest: 14.15
Live Interactive Chart
Days to Next Earnings: 35 Days
Current 7 Day Implied Movement: 7.91%       Theoretical Expires in 7 days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
Earnings Date 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 Close Price Straddle @Trade Price Return
July 23, 2020 AC $15.18 @$15.00 $3.55
($15.18)
23.67% 14.03% I $17.12 $3.75
( $17.12 )
5.63%
May 5, 2020 AC $11.82 @$12.00 $2.42
($11.82)
20.17% -6.76% I $11.11 $1.30
( $11.11 )
-46.28%
Feb. 18, 2020 AC $29.39 @$29.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 7, 2019 AC $26.98 @$27.00
Aug. 1, 2019 AC $20.77 @$21.00
May 7, 2019 AC $18.87 @$19.00
Feb. 21, 2019 BO $26.20 @$26.00
Nov. 8, 2018 BO $21.32 @$21.00
Aug. 1, 2018 AC $45.80 @$46.00
May 2, 2018 AC $53.70 @$55.00

 
 
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