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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Outset Medical (OM) - NASDAQ Next Earnings Date: OS Estimate: Feb. 19, 2025 AC
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 10.0
Avg Daily Volume: 813,410    Market Cap: 103.54M
Sector: None    Short Interest: 19.48
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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
Nov. 6, 2024 AC 9.4 $0.62 @$0.50 $0.17
($0.62)
34.0% 50.0% O 25.8% I $0.78 $0.22
( $0.78 )
29.41%
Aug. 7, 2024 AC 7.2 $3.40 @$3.00 $1.38
($3.40)
46.0% -70.0% O -68.52% O $1.07 $2.68
( $1.07 )
94.2%
May 8, 2024 AC 6.9 $4.13 @$4.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 21, 2024 AC 6.5 $3.21 @$3.00
Nov. 7, 2023 AC 6.6 $4.31 @$4.00
Aug. 2, 2023 AC 6.7 $19.36 @$20.00
May 3, 2023 AC 7.1 $20.31 @$20.00
Feb. 13, 2023 AC 7.0 $28.43 @$30.00
Nov. 8, 2022 AC 5.0 $11.47 @$12.50
May 4, 2022 AC 4.3 $39.94 @$40.00

 
 
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