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: May 8, 2025 AC
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 3.3
Avg Daily Volume: 656,488    Market Cap: 780.7M
Sector: Basic Materials    Short Interest: 1.75
Live Interactive Chart
Days to Next Earnings: 37 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 36
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
Feb. 19, 2025 AC 3.0 $14.66 @$15.00 $1.07
($14.66)
7.13% 13.43% O 3.34% I $15.15 $1.20
( $15.15 )
12.15%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 14, 2024 AC 3.7 $23.23 @$22.50
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
Nov. 3, 2022 AC 3.5 $15.35 @$15.00
Aug. 4, 2022 AC 3.6 $17.14 @$17.50

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