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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Organon & Co. (OGN) - NYSE Next Earnings Date: OS Estimate: Feb. 13, 2025 BO
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 3.5
Avg Daily Volume: 2,758,503    Market Cap: 4.81B
Sector: None    Short Interest: 4.52
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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
Oct. 31, 2024 BO 3.6 $17.93 @$17.50 $1.62
($17.93)
9.26% 6.24% I 4.74% I $18.78 $1.68
( $18.78 )
3.7%
Aug. 6, 2024 BO 3.5 $20.19 @$20.00 $2.00
($20.19)
10.0% -12.08% O -7.62% I $18.65 $1.78
( $18.65 )
-11.0%
May 2, 2024 BO 3.7 $18.83 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 3, 2022 BO 2.6 $25.93 @$25.00
Aug. 4, 2022 BO 3.0 $32.57 @$35.00

 
 
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