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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
SiriusXM Holdings Inc. (SIRI) - NASDAQ Next Earnings Date: OS Estimate: Jan. 29, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 2.4
Avg Daily Volume: 6,461,556    Market Cap: 15.56B
Sector: Services    Short Interest: 24.82
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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
Oct. 31, 2024 BO 2.5 $27.39 @$27.50 $2.58
($27.39)
9.38% -4.23% I -2.66% I $26.66 $2.61
( $26.66 )
1.16%
Aug. 1, 2024 BO 2.4 $3.45 @$3.50 $0.62
($3.45)
17.71% -8.11% I -6.37% I $3.23 $0.64
( $3.23 )
3.23%
April 30, 2024 BO 2.4 $3.17 @$3.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 1, 2024 BO 2.4 $5.09 @$5.00
Oct. 31, 2023 BO 2.3 $4.18 @$4.00
Aug. 1, 2023 BO 2.1 $5.10 @$5.00
April 27, 2023 BO 2.0 $3.65 @$3.50
Feb. 2, 2023 BO 1.7 $5.86 @$6.00
Nov. 1, 2022 BO 1.7 $6.04 @$6.00
July 28, 2022 BO 1.8 $6.44 @$6.50

 
 
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