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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SEI Investments Company (SEIC) - NASDAQ Next Earnings Date: OS Estimate: Jan. 29, 2025 AC
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 1.6
Avg Daily Volume: 713,200    Market Cap: 8.74B
Sector: Financial    Short Interest: 1.8
Live Interactive Chart
Days to Next Earnings: 68 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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. 23, 2024 AC 1.4 $70.70 @$70.00 $5.35
($70.70)
7.64% 7.45% I 5.24% I $74.41 $5.10
( $74.41 )
-4.67%
July 24, 2024 AC 1.4 $66.25 @$65.00 $5.10
($66.25)
7.85% -3.39% I -0.27% I $66.07 $2.50
( $66.07 )
-50.98%
April 24, 2024 AC 1.6 $66.60 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 31, 2024 AC 1.6 $63.24 @$65.00
Oct. 25, 2023 AC 1.7 $54.40 @$55.00
July 26, 2023 AC 1.9 $63.85 @$65.00
April 20, 2023 AC 1.9 $58.69 @$60.00
Jan. 25, 2023 AC 2.0 $63.04 @$65.00
Oct. 26, 2022 AC 1.9 $49.38 @$50.00
July 20, 2022 AC 2.1 $54.37 @$55.00

 
 
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