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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Signet Jewelers Limited (SIG) - NYSE Next Earnings Date: OS Estimate: June 6, 2024 BO
OS Projected Window: June 3, 2024 to June 8, 2024
EVR: 4.4
Avg Daily Volume: 913,331    Market Cap: 4.30B
Sector: Services    Short Interest: 40.73
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
March 20, 2024 BO 4.3 $102.46 @$102.00 $13.60
($102.46)
13.33% -15.76% O -12.08% I $90.08 $12.45
( $90.08 )
-8.46%
Dec. 5, 2023 BO 4.4 $84.79 @$85.00 $9.10
($84.79)
10.71% 6.35% I 5.88% I $89.78 $6.75
( $89.78 )
-25.82%
Aug. 31, 2023 BO 4.6 $71.46 @$71.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 8, 2023 BO 4.7 $69.52 @$70.00
March 16, 2023 BO 4.9 $67.88 @$70.00
Dec. 6, 2022 BO 4.5 $57.83 @$58.00
Sept. 1, 2022 BO 5.1 $65.37 @$65.00
June 9, 2022 BO 5.3 $62.20 @$62.00
March 17, 2022 BO 5.2 $77.72 @$80.00
Dec. 2, 2021 BO 5.8 $92.94 @$95.00

 
 
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