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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SI (SIBN) - NASDAQ Next Earnings Date: Estimated on May 6, 2024
EVR: 3.7
Avg Daily Volume: 414,277    Market Cap: 845.66M
Sector: Health Care    Short Interest: 4.88
Live Interactive Chart
Days to Next Earnings: 17 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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. 7, 2023 AC 3.7 $23.45 @$22.50 $3.55
($23.45)
15.78% -13.77% I -11.17% I $20.83 $3.05
( $20.83 )
-14.08%
Aug. 8, 2022 AC 3.8 $16.54 @$17.50 $1.93
($16.54)
11.03% -6.22% I -5.5% I $15.63 $3.17
( $15.63 )
64.25%
May 9, 2022 AC 3.6 $15.09 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 28, 2022 AC 3.6 $22.06 @$22.50
Nov. 8, 2021 AC 3.9 $23.30 @$22.50
Aug. 2, 2021 AC 3.5 $30.26 @$30.00
May 3, 2021 AC 3.6 $35.96 @$35.00
March 8, 2021 AC 3.6 $28.94 @$30.00
Nov. 2, 2020 AC 3.9 $20.71 @$20.00
Aug. 3, 2020 AC 3.4 $17.48 @$17.50

 
 
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