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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SiTime Corporation (SITM) - NASDAQ Next Earnings Date: Estimated on May 8, 2024
EVR: 5.2
Avg Daily Volume: 200,213    Market Cap: 1.91B
Sector: None    Short Interest: 8.84
Live Interactive Chart
Days to Next Earnings: 4 Days
Implied Move Monthly: 14.96%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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 8, 2024 AC None $0.00 @$90.00 $13.80
($92.25)
14.96% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 13, 2024 AC 5.8 $120.61 @$120.00 $20.35
($120.61)
16.96% -9.09% I -4.2% I $115.54 $12.75
( $115.54 )
-37.35%
Nov. 1, 2023 AC 5.9 $96.75 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 AC 6.4 $127.26 @$125.00
May 3, 2023 AC 6.0 $106.54 @$105.00
Feb. 1, 2023 AC 6.7 $122.60 @$125.00
Aug. 3, 2022 AC 4.5 $209.51 @$210.00
May 4, 2022 AC 5.5 $192.01 @$190.00
Feb. 2, 2022 AC 0.4 $235.11 @$240.00
Nov. 3, 2021 AC 0.0 $274.10 @$270.00

 
 
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