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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Omeros Corporation (OMER) - NASDAQ Next Earnings Date: Estimate: Aug. 8, 2024 AC
EVR: 4.7
Avg Daily Volume: 353,422    Market Cap: 275.35M
Sector: Healthcare    Short Interest: 22.92
Live Interactive Chart
Days to Next Earnings: 67 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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. 9, 2023 AC 5.1 $1.26 @$1.00 $0.25
($1.26)
25.0% -10.31% I -0.79% I $1.25 $2.55
( $1.25 )
920.0%
Aug. 9, 2023 BO 5.3 $4.25 @$4.00 $0.70
($4.25)
17.5% -7.52% I 1.88% I $4.33 $0.62
( $4.33 )
-11.43%
May 9, 2023 AC 5.6 $5.00 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 13, 2023 AC 5.6 $3.45 @$3.00
Aug. 9, 2022 AC 5.1 $6.20 @$6.00
May 10, 2022 AC 5.0 $2.72 @$3.00
March 1, 2022 AC 4.6 $7.10 @$7.00
Nov. 9, 2021 AC 5.0 $7.25 @$7.00
Aug. 9, 2021 AC 5.3 $14.53 @$15.00
May 10, 2021 AC 6.3 $17.69 @$18.00

 
 
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