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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Science Applications International Corporation (SAIC) - NASDAQ Next Earnings Date: OS Estimate: June 4, 2025 BO
OS Projected Window: June 2, 2025 to June 7, 2025
EVR: 3.0
Avg Daily Volume: 1,008,367    Market Cap: 6.14B
Sector: Technology    Short Interest: 1.89
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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
March 17, 2025 BO 2.6 $104.43 @$105.00 $13.05
($104.43)
12.43% 15.37% O 7.15% I $111.90 $11.50
( $111.90 )
-11.88%
Dec. 5, 2024 BO 2.5 $123.91 @$125.00 $11.35
($123.91)
9.08% 7.33% I -2.52% I $120.78 $6.70
( $120.78 )
-40.97%
June 5, 2024 AC 2.6 $118.09 @$120.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 18, 2024 BO 2.4 $142.64 @$145.00
Dec. 4, 2023 BO 2.0 $119.92 @$120.00
Sept. 7, 2023 BO 2.1 $115.53 @$115.00
June 5, 2023 BO 2.2 $101.45 @$100.00
April 3, 2023 BO 2.3 $107.46 @$105.00
Dec. 5, 2022 BO 2.2 $109.26 @$110.00
Sept. 1, 2022 BO 2.3 $91.07 @$90.00

 
 
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