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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Olin Corporation (OLN) - NYSE Next Earnings Date: OS Estimate: Jan. 29, 2025 AC
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 2.8
Avg Daily Volume: 1,577,536    Market Cap: 7.00B
Sector: Basic Materials    Short Interest: 2.13
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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. 24, 2024 AC 2.7 $45.04 @$45.00 $3.97
($45.04)
8.82% -9.16% O -8.01% I $41.43 $5.00
( $41.43 )
25.94%
July 25, 2024 AC 2.6 $48.04 @$47.50 $4.95
($48.04)
10.42% -10.49% O -7.18% I $44.59 $3.72
( $44.59 )
-24.85%
April 25, 2024 AC 2.6 $52.82 @$52.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 25, 2024 AC 2.6 $51.75 @$52.50
Oct. 26, 2023 AC 2.6 $46.30 @$47.50
July 27, 2023 AC 2.9 $55.73 @$56.00
April 27, 2023 AC 3.1 $54.67 @$55.00
Jan. 26, 2023 AC 3.2 $58.56 @$59.00
Oct. 26, 2022 AC 3.1 $49.52 @$50.00
July 28, 2022 AC 3.2 $49.59 @$50.00

 
 
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