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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SIGA Technologies Inc. (SIGA) - NASDAQ Next Earnings Date: Estimated on May 6, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 4.7
Avg Daily Volume: 477,757    Market Cap: 417.7M
Sector: Healthcare    Short Interest: 4.76
Live Interactive Chart
Days to Next Earnings: 34 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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 11, 2025 AC 4.7 $5.60 @$6.00 $0.75
($5.60)
12.5% 10.53% I 6.96% I $5.99 $0.53
( $5.99 )
-29.33%
Nov. 7, 2024 AC 4.7 $7.63 @$8.00 $0.77
($7.63)
9.62% -9.56% I -0.78% I $7.57 $0.78
( $7.57 )
1.3%
Aug. 1, 2024 AC 4.6 $9.24 @$9.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 7, 2024 AC 3.5 $10.46 @$9.40
March 12, 2024 AC 2.8 $5.32 @$5.00
Nov. 7, 2023 AC 2.8 $5.16 @$5.00
Aug. 8, 2023 AC 2.8 $5.77 @$5.00
May 4, 2023 AC 2.7 $5.82 @$5.00
March 2, 2023 AC 2.8 $6.63 @$7.50
Nov. 3, 2022 AC 2.6 $8.27 @$7.50

 
 
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