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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Organon & Co. (OGN) - NYSE Next Earnings Date: OS Estimate: May 1, 2025 BO
OS Projected Window: April 28, 2025 to May 3, 2025
EVR: 3.8
Avg Daily Volume: 3,789,631    Market Cap: 4.0B
Sector: None    Short Interest: 7.15
Live Interactive Chart
Days to Next Earnings: 30 Days
Implied Move Monthly: 13.09%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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
May 1, 2025 BO None $0.00 @$15.00 $1.85
($14.13)
13.09% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 13, 2025 BO 3.5 $14.70 @$15.00 $1.48
($14.70)
9.87% 17.21% O 11.02% O $16.32 $1.70
( $16.32 )
14.86%
Oct. 31, 2024 BO 3.6 $17.93 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2024 BO 3.5 $20.19 @$20.00
May 2, 2024 BO 3.7 $18.83 @$20.00
Feb. 15, 2024 BO 3.4 $16.36 @$17.50
Nov. 2, 2023 BO 3.1 $14.65 @$15.00
Aug. 8, 2023 BO 3.0 $21.80 @$22.50
May 4, 2023 BO 2.9 $24.24 @$25.00
Feb. 16, 2023 BO 2.4 $29.26 @$30.00

 
 
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