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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Service Corporation International (SCI) - NYSE Next Earnings Date: OS Estimate: July 31, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 2.8
Avg Daily Volume: 929,562    Market Cap: 10.08B
Sector: Services    Short Interest: 3.95
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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 1, 2024 AC 2.9 $71.40 @$72.50 $4.70
($71.40)
6.48% -4.59% I -2.52% I $69.60 $4.20
( $69.60 )
-10.64%
Feb. 12, 2024 AC 3.1 $68.14 @$67.50 $5.07
($68.14)
7.51% -3.06% I 2.36% I $69.75 $4.25
( $69.75 )
-16.17%
Nov. 1, 2023 AC 2.9 $53.52 @$52.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2023 AC 3.0 $67.28 @$67.50
May 1, 2023 AC 2.8 $71.60 @$70.00
Feb. 14, 2023 AC 2.8 $72.52 @$75.00
Nov. 1, 2022 AC 2.6 $61.15 @$60.00
Aug. 2, 2022 AC 2.5 $73.70 @$75.00
May 3, 2022 AC 2.2 $64.38 @$65.00
Feb. 14, 2022 AC 2.4 $62.81 @$65.00

 
 
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