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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orion Energy Systems (OESX) - NASDAQ Next Earnings Date: OS Estimate: Feb. 5, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 3.1
Avg Daily Volume: 63,255    Market Cap: 28.69M
Sector: Technology    Short Interest: 0.41
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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. 6, 2024 BO 3.1 $0.99 @$2.50 $1.52
($0.99)
60.8% 4.04% I 2.02% I $1.01 $1.68
( $1.01 )
10.53%
June 6, 2024 BO 3.0 $1.06 @$2.50 $1.45
($1.06)
58.0% 13.2% I 8.49% I $1.15 $1.38
( $1.15 )
-4.83%
Feb. 7, 2024 BO 2.7 $1.01 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 7, 2023 BO 3.0 $1.02 @$2.50
Aug. 9, 2023 BO 3.1 $1.72 @$2.50
June 6, 2023 BO 3.6 $1.50 @$2.50
Feb. 9, 2023 BO 3.7 $1.81 @$2.50
Nov. 8, 2022 BO 3.8 $1.63 @$2.50
Aug. 3, 2022 BO 3.7 $2.31 @$2.50
June 7, 2022 BO 4.3 $2.31 @$2.50

 
 
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