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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SIGA Technologies Inc. (SIGA) - NASDAQ Next Earnings Date: OS Estimate: Aug. 6, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 4.5
Avg Daily Volume: 528,208    Market Cap: 327.4M
Sector: Healthcare    Short Interest: 4.52
Live Interactive Chart
Days to Next Earnings: 77 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
May 7, 2026 AC 4.7 $4.73 @$4.40 $0.35
($4.73)
7.95% -6.97% I 1.47% I $4.80 $0.30
( $4.80 )
-14.29%
March 10, 2026 AC 4.7 $5.65 @$6.00 $0.65
($5.65)
10.83% -9.55% I -3.0% I $5.48 $0.65
( $5.47 )
0.0%
Nov. 6, 2025 AC 4.3 $8.17 @$8.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2025 AC 4.4 $6.60 @$7.00
May 8, 2025 AC 4.7 $5.44 @$5.40
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

 
 
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