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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
O (OI) - NYSE Next Earnings Date: OS Estimate: Feb. 4, 2025 AC
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 4.4
Avg Daily Volume: 1,556,928    Market Cap: 2.58B
Sector: None    Short Interest: 5.73
Live Interactive Chart
Days to Next Earnings: 74 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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. 29, 2024 AC 4.5 $12.44 @$12.00 $1.62
($12.44)
13.5% -8.27% I -7.15% I $11.55 $1.23
( $11.55 )
-24.07%
July 30, 2024 AC 4.2 $11.62 @$12.00 $1.20
($11.62)
10.0% 17.03% O 14.97% O $13.36 $1.62
( $13.36 )
35.0%
April 30, 2024 AC 3.9 $14.96 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2024 AC 3.6 $14.37 @$14.00
Oct. 31, 2023 AC 3.5 $15.45 @$15.00
Aug. 1, 2023 AC 3.5 $22.43 @$22.00
April 25, 2023 AC 3.4 $21.05 @$21.00
Jan. 31, 2023 AC 3.2 $19.25 @$19.00
Nov. 1, 2022 AC 3.3 $16.44 @$16.00
Aug. 2, 2022 AC 3.4 $14.53 @$15.00

 
 
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