I may be in a position to give you some info in the Citi Mini...

I may be in a position to give you some info in the Citi Mini SRXKOC since I hold 10,000 of them.
Most of my trading is done with Citi Minis and I have been stopped out of several positions. In fact I got stopped out of another SRX Mini when the price spiked down on 16 Dec and wasn't game to get back in until SRX convincingly broke $30 - a lot of lost opportunity.

The big downside risk is that it is not a guaranteed stoploss. City hold the underlying and if it traded below the stoploss price (which incidentally is adjusted upwards every month) the just sell the shares at what ever they can get - it all seems to be automated. Now what they get may be substantially less than the stoploss. City protect themselves because the stoploss is substantially above the strike. So you get a refund of the difference between what City unload at and the strike price.

In the case of SRX on bad news it may gap down so substantially that you literally get nothing refunded.
I am concerned about this myself but I guess like the odds.

If you hold SRX itself you could set an automatic stop loss - however - same problem - it may just gap right down through it and so the sell order may not execute.

I am hoping that if SRX can go even higher before the news any gap down on bad news will still be above the $26 trigger.