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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Safety Insurance Group (SAFT) - NASDAQ Next Earnings Date: N/A
EVR: 1.3
Avg Daily Volume: 47,870    Market Cap: 1.16B
Sector: Financial    Short Interest: 1.84
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 34
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 1.5 $82.28 @$80.00 $2.75
($82.28)
3.44% 2.51% I 2.51% I $84.35 $3.95
( $84.35 )
43.64%
Feb. 27, 2024 AC 1.4 $85.61 @$85.00 $4.90
($85.61)
5.76% -4.85% I -4.01% I $82.17 $4.72
( $82.17 )
-3.67%
Nov. 1, 2023 AC 1.4 $77.27 @$75.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 AC 1.5 $71.05 @$70.00
May 3, 2023 AC 1.7 $71.54 @$70.00
Feb. 22, 2023 AC 1.4 $87.06 @$85.00
Aug. 3, 2022 AC 1.6 $84.40 @$85.00
May 4, 2022 AC 1.5 $87.17 @$85.00
Feb. 23, 2022 AC 1.3 $84.98 @$85.00
Nov. 3, 2021 AC 1.3 $81.06 @$80.00

 
 
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