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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
U.S. Silica Holdings (SLCA) - NYSE Next Earnings Date: OS Estimate: April 25, 2024 BO
OS Projected Window: April 22, 2024 to April 27, 2024
EVR: 3.9
Avg Daily Volume: 904,994    Market Cap: 1.03B
Sector: Basic Materials    Short Interest: 10.57
Live Interactive Chart
Days to Next Earnings: 9 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
Feb. 27, 2024 BO 3.9 $10.70 @$11.00 $1.20
($10.70)
10.91% 11.02% O 10.28% I $11.80 $1.07
( $11.80 )
-10.83%
Nov. 3, 2023 BO 4.3 $12.14 @$12.00 $1.25
($12.14)
10.42% -5.27% I -1.56% I $11.95 $0.72
( $11.95 )
-42.4%
July 27, 2023 AC 4.5 $13.29 @$13.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 27, 2023 AC 5.2 $12.13 @$12.00
Feb. 24, 2023 BO 5.2 $10.97 @$11.00
Oct. 28, 2022 BO 5.8 $14.05 @$14.00
July 29, 2022 BO 6.0 $12.24 @$12.00
April 29, 2022 BO 6.2 $18.24 @$18.00
Feb. 25, 2022 BO 6.1 $11.80 @$12.00
Oct. 29, 2021 BO 6.1 $10.93 @$11.00

 
 
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