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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orion Energy Systems (OESX) - NASDAQ Next Earnings Date: OS Estimate: June 5, 2025 BO
OS Projected Window: June 2, 2025 to June 7, 2025
EVR: 3.1
Avg Daily Volume: 58,718    Market Cap: 26.5M
Sector: Technology    Short Interest: 0.24
Live Interactive Chart
Days to Next Earnings: 64 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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. 11, 2025 BO 3.1 $0.83 @$2.50 $1.70
($0.83)
68.0% -9.63% I -2.4% I $0.81 $1.70
( $0.81 )
0.0%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 7, 2024 BO 2.7 $1.01 @$2.50
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

 
 
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