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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Selective Insurance Group (SIGI) - NASDAQ Next Earnings Date: OS Estimate: July 2, 2025 AC
OS Projected Window: June 30, 2025 to July 5, 2025
EVR: 2.8
Avg Daily Volume: 418,094    Market Cap: 5.2B
Sector: Financial    Short Interest: 2.07
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
April 23, 2025 AC None $90.90 @$90.00 $7.25
($90.90)
8.06% -3.26% I -1.8% I $89.26 $5.35
( $89.26 )
-26.21%
Jan. 29, 2025 AC 2.5 $94.02 @$95.00 $6.57
($94.02)
6.92% -14.01% O -12.63% O $82.14 $13.05
( $82.14 )
98.63%
May 1, 2024 AC 2.3 $102.28 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 2, 2023 AC 2.1 $94.72 @$95.00
Nov. 2, 2022 AC 2.0 $95.32 @$95.00
Aug. 3, 2022 AC 1.7 $75.67 @$75.00

 
 
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