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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Selective Insurance Group (SIGI) - NASDAQ Next Earnings Date: OS Estimate: April 29, 2026 AC
OS Projected Window: April 27, 2026 to May 2, 2026
EVR: 3.2
Avg Daily Volume: 584,352    Market Cap: 4.7B
Sector: Financial    Short Interest: 3.0
Live Interactive Chart
Days to Next Earnings: 68 Days

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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
Jan. 29, 2026 AC 3.3 $84.08 @$85.00 $3.45
($84.08)
4.06% -7.88% O 0.0% $84.08 $5.17
( $84.08 )
49.86%
Oct. 22, 2025 AC 3.3 $81.18 @$80.00 $7.55
($81.18)
9.44% -7.36% I -5.69% I $76.56 $5.80
( $76.56 )
-23.18%
July 23, 2025 AC 2.7 $90.41 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 23, 2025 AC 2.8 $90.90 @$90.00
Jan. 29, 2025 AC 2.5 $94.02 @$95.00
May 1, 2024 AC 2.3 $102.28 @$100.00
Jan. 31, 2024 AC 2.2 $104.86 @$105.00
Nov. 1, 2023 AC 2.3 $106.56 @$105.00
Aug. 2, 2023 AC 2.4 $104.42 @$105.00
May 3, 2023 AC 2.3 $99.92 @$100.00

 
 
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