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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Signet Jewelers Limited (SIG) - NYSE Next Earnings Date: OS Estimate: Jan. 23, 2025 BO
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 4.9
Avg Daily Volume: 1,183,867    Market Cap: 4.25B
Sector: Services    Short Interest: 34.44
Live Interactive Chart
Days to Next Earnings: 29 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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
Dec. 5, 2024 BO 4.7 $98.73 @$99.00 $11.75
($98.73)
11.87% -14.41% O -11.94% O $86.94 $12.40
( $86.94 )
5.53%
Sept. 12, 2024 BO 4.4 $78.09 @$78.00 $9.75
($78.09)
12.5% 19.36% O 11.33% I $86.94 $9.48
( $86.94 )
-2.77%
June 13, 2024 BO 4.4 $108.42 @$108.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 20, 2024 BO 4.3 $102.46 @$102.00
Dec. 5, 2023 BO 4.4 $84.79 @$85.00
Aug. 31, 2023 BO 4.6 $71.46 @$71.00
June 8, 2023 BO 4.7 $69.52 @$70.00
March 16, 2023 BO 4.9 $67.88 @$70.00
Dec. 6, 2022 BO 4.5 $57.83 @$58.00
Sept. 1, 2022 BO 5.1 $65.37 @$65.00

 
 
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