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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Signet Jewelers Limited (SIG) - NYSE Next Earnings Date: OS Estimate: Aug. 26, 2021 BO
OS Projected Window: Aug. 23, 2021 to Sept. 3, 2021
EVR: 6.3
Avg Daily Volume: 926,462    Market Cap: 528.98M
Sector: Services    Short Interest: 15.13
Live Interactive Chart
Days to Next Earnings: 70 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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
June 10, 2021 BO $61.04 @$61.00 $7.42
($61.04)
12.16% 22.54% O $69.58 $9.12
( $69.58 )
22.91%
March 18, 2021 BO $59.35 @$59.00 $9.12
($59.35)
15.46% 10.93% I $61.35 $3.32
( $61.35 )
-63.6%
Dec. 3, 2020 BO $29.81 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 3, 2020 BO $18.59 @$18.50
June 9, 2020 BO $16.87 @$17.00
March 26, 2020 BO $7.33 @$7.00
Dec. 5, 2019 BO $16.65 @$16.50
Sept. 5, 2019 BO $11.01 @$11.00
June 6, 2019 BO $19.42 @$19.50
April 3, 2019 BO $27.65 @$27.50

 
 
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