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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SI (SIBN) - NASDAQ Next Earnings Date: OS Estimate: Aug. 3, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 5.2
Avg Daily Volume: 759,168    Market Cap: 598.2M
Sector: Health Care    Short Interest: 10.47
Live Interactive Chart
Days to Next Earnings: 60 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 27
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 11, 2026 AC 5.0 $11.61 @$12.50 $0.88
($11.61)
7.04% 20.24% O 19.72% O $13.90 $3.23
( $13.90 )
267.05%
Feb. 23, 2026 AC 5.3 $15.62 @$15.00 $1.83
($15.62)
12.2% 8.06% I -2.11% I $15.29 $1.45
( $15.29 )
-20.77%
Nov. 10, 2025 AC 5.1 $15.68 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 4, 2025 AC 4.9 $17.90 @$17.50
May 5, 2025 AC 5.0 $14.25 @$15.00
Feb. 24, 2025 AC 5.0 $17.47 @$17.50
Nov. 12, 2024 AC 4.7 $15.63 @$15.00
May 6, 2024 AC 5.0 $14.48 @$15.00
Feb. 26, 2024 AC 5.0 $20.54 @$20.00
Nov. 6, 2023 AC 5.2 $17.48 @$17.50

 
 
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