Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orion S.A. (OEC) - NYSE Next Earnings Date: OS Estimate: Feb. 20, 2025 AC
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 3.0
Avg Daily Volume: 574,492    Market Cap: 1.28B
Sector: Basic Materials    Short Interest: 1.32
Live Interactive Chart
Days to Next Earnings: 90 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
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 3.1 $16.44 @$17.50 $2.83
($16.44)
16.17% -6.69% I -4.68% I $15.67 $3.08
( $15.67 )
8.83%
May 2, 2024 AC 3.5 $24.24 @$25.00 $2.02
($24.24)
8.08% 4.37% I -2.64% I $23.60 $2.08
( $23.60 )
2.97%
Feb. 14, 2024 AC 3.7 $23.23 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 2, 2023 AC 3.8 $20.60 @$20.00
Aug. 9, 2023 AC 4.0 $20.87 @$20.00
May 4, 2023 AC 3.9 $23.16 @$22.50
Feb. 16, 2023 AC 3.7 $21.81 @$22.50
Aug. 4, 2022 AC 3.6 $17.14 @$17.50
May 5, 2022 AC 3.6 $16.27 @$17.50
Feb. 17, 2022 AC 3.7 $20.07 @$20.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US