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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SI (SIBN) - NASDAQ Next Earnings Date: Estimated on Feb. 23, 2026
OS Projected Window: March 2, 2026 to March 7, 2026
EVR: 5.4
Avg Daily Volume: 485,547    Market Cap: 680.3M
Sector: Health Care    Short Interest: 6.17
Live Interactive Chart
Days to Next Earnings: 47 Days

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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
Nov. 10, 2025 AC 4.9 $15.68 @$15.00 $1.27
($15.68)
8.47% 24.17% O 16.19% O $18.22 $3.20
( $18.22 )
151.97%
Aug. 4, 2025 AC 5.0 $17.90 @$17.50 $2.62
($17.90)
14.97% -15.58% O -10.61% I $16.00 $3.00
( $16.00 )
14.5%
May 5, 2025 AC 4.7 $14.25 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 24, 2025 AC 4.7 $17.47 @$17.50
Nov. 12, 2024 AC 4.8 $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
Aug. 7, 2023 AC 5.2 $23.45 @$22.50
May 1, 2023 AC 4.8 $22.60 @$22.50

 
 
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