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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SiriusPoint Ltd. (SPNT) - NYSE Next Earnings Date: OS Estimate: Aug. 5, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 2.4
Avg Daily Volume: 698,748    Market Cap: 2.8B
Sector: None    Short Interest: 2.44
Live Interactive Chart
Days to Next Earnings: 61 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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 2.4 $23.49 @$22.50 $1.67
($23.49)
7.42% -7.36% I -0.17% I $23.45 $1.25
( $23.45 )
-25.15%
Feb. 18, 2026 AC 2.4 $20.57 @$20.00 $2.25
($20.57)
11.25% 9.91% I 7.0% I $22.01 $2.95
( $22.01 )
31.11%
Oct. 30, 2025 AC 2.5 $18.19 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 4, 2025 BO 2.4 $19.58 @$20.00
May 5, 2025 AC 2.5 $18.18 @$17.50
Feb. 18, 2025 AC 2.6 $14.02 @$15.00
Aug. 1, 2024 AC 2.7 $14.29 @$15.00
April 30, 2024 AC 2.7 $11.78 @$12.50
Feb. 20, 2024 AC 2.8 $12.28 @$12.50
Nov. 8, 2023 AC 2.8 $10.12 @$10.00

 
 
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