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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SI (SIBN) - NASDAQ Next Earnings Date: Estimated on May 5, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 4.7
Avg Daily Volume: 442,840    Market Cap: 716.3M
Sector: Health Care    Short Interest: 2.69
Live Interactive Chart
Days to Next Earnings: 33 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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
Feb. 24, 2025 AC 4.7 $17.47 @$17.50 $2.20
($17.47)
12.57% 9.67% I 5.55% I $18.44 $2.20
( $18.44 )
0.0%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 26, 2024 AC 5.0 $20.54 @$20.00
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
Nov. 7, 2022 AC 3.7 $16.77 @$17.50
Aug. 8, 2022 AC 3.8 $16.54 @$17.50

 
 
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