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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SIGA Technologies Inc. (SIGA) - NASDAQ Next Earnings Date: OS Estimate: March 4, 2026 AC
OS Projected Window: March 2, 2026 to March 7, 2026
EVR: 4.7
Avg Daily Volume: 427,771    Market Cap: 468.3M
Sector: Healthcare    Short Interest: 3.83
Live Interactive Chart
Days to Next Earnings: 81 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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. 6, 2025 AC 4.3 $8.17 @$8.00 $1.73
($8.17)
21.62% -20.44% I -19.95% I $6.54 $1.95
( $6.54 )
12.72%
Aug. 5, 2025 AC 4.4 $6.60 @$7.00 $0.80
($6.60)
11.43% 18.18% O 10.0% I $7.26 $0.68
( $7.26 )
-15.0%
May 8, 2025 AC 4.7 $5.44 @$5.40 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 11, 2025 AC 4.7 $5.60 @$6.00
Nov. 7, 2024 AC 4.7 $7.63 @$8.00
Aug. 1, 2024 AC 4.6 $9.24 @$9.00
May 7, 2024 AC 3.5 $10.46 @$9.40
March 12, 2024 AC 2.8 $5.32 @$5.00
Nov. 7, 2023 AC 2.8 $5.16 @$5.00
Aug. 8, 2023 AC 2.8 $5.77 @$5.00

 
 
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