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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SIGA Technologies Inc. (SIGA) - NASDAQ Next Earnings Date: OS Estimate: March 5, 2025 AC
OS Projected Window: March 3, 2025 to March 8, 2025
EVR: 4.7
Avg Daily Volume: 488,321    Market Cap: 622.05M
Sector: Healthcare    Short Interest: 11.19
Live Interactive Chart
Days to Next Earnings: 103 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 34
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. 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 $1.23
($9.24)
13.67% -7.68% I -5.84% I $8.70 $1.45
( $8.70 )
17.89%
May 7, 2024 AC 3.5 $10.46 @$9.40 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 4, 2022 AC 1.8 $19.47 @$20.00

 
 
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