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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Omeros Corporation (OMER) - NASDAQ Next Earnings Date: OS Estimate: Feb. 11, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 7.1
Avg Daily Volume: 870,033    Market Cap: 275.35M
Sector: Healthcare    Short Interest: 22.92
Live Interactive Chart
Days to Next Earnings: 81 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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. 13, 2024 AC 4.4 $4.19 @$4.00 $0.98
($4.19)
24.5% 79.23% O 65.87% O $6.95 $3.03
( $6.95 )
209.18%
Nov. 7, 2024 AC 4.7 $4.50 @$4.00 $0.85
($4.50)
21.25% -2.66% I -1.99% I $4.41 $0.60
( $4.41 )
-29.41%
Nov. 9, 2023 AC 4.8 $1.26 @$1.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 9, 2023 BO 5.3 $4.25 @$4.00
May 9, 2023 AC 4.9 $5.00 @$5.00
March 13, 2023 AC 5.6 $3.45 @$3.00
Aug. 9, 2022 AC 5.1 $6.20 @$6.00
May 10, 2022 AC 5.0 $2.72 @$3.00
March 1, 2022 AC 4.6 $7.10 @$7.00
Nov. 9, 2021 AC 5.0 $7.25 @$7.00

 
 
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