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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Saia (SAIA) - NASDAQ Next Earnings Date: OS Estimate: Feb. 5, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 4.4
Avg Daily Volume: 394,517    Market Cap: 15.41B
Sector: None    Short Interest: 7.98
Live Interactive Chart
Days to Next Earnings: 70 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
Oct. 25, 2024 BO 4.2 $414.43 @$410.00 $61.00
($414.43)
14.88% 13.24% I 11.39% I $461.65 $61.80
( $461.65 )
1.31%
July 26, 2024 BO 3.8 $489.11 @$490.00 $57.75
($489.11)
11.79% -21.07% O -18.94% O $396.43 $96.02
( $396.43 )
66.27%
April 26, 2024 BO 3.2 $543.02 @$540.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 2, 2024 BO 3.0 $467.45 @$470.00
Oct. 27, 2023 BO 2.9 $377.09 @$380.00
July 28, 2023 BO 2.8 $410.81 @$410.00
April 28, 2023 BO 2.6 $259.92 @$260.00
Feb. 3, 2023 BO 2.7 $287.61 @$290.00
Oct. 31, 2022 BO 2.9 $192.21 @$190.00
July 27, 2022 BO 3.1 $206.11 @$210.00

 
 
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