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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SI (SIBN) - NASDAQ Next Earnings Date: OS Estimate: March 4, 2025 AC
OS Projected Window: March 3, 2025 to March 8, 2025
EVR: 4.7
Avg Daily Volume: 431,388    Market Cap: 845.66M
Sector: Health Care    Short Interest: 4.88
Live Interactive Chart
Days to Next Earnings: 102 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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
Nov. 12, 2024 AC 4.8 $15.63 @$15.00 $2.15
($15.63)
14.33% -16.44% O -15.93% O $13.14 $2.35
( $13.14 )
9.3%
May 6, 2024 AC 5.0 $14.48 @$15.00 $2.50
($14.48)
16.67% 9.11% I 8.28% I $15.68 $0.25
( $15.68 )
-90.0%
Feb. 26, 2024 AC 5.0 $20.54 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2023 AC 5.2 $17.48 @$17.50
Aug. 7, 2023 AC 5.2 $23.45 @$22.50
May 1, 2023 AC 4.8 $22.60 @$22.50
Feb. 27, 2023 AC 4.1 $16.94 @$17.50
Aug. 8, 2022 AC 3.8 $16.54 @$17.50
May 9, 2022 AC 3.6 $15.09 @$15.00
Feb. 28, 2022 AC 3.5 $22.06 @$22.50

 
 
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