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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Omega Therapeutics (OMGA) - NASDAQ Next Earnings Date: OS Estimate: March 12, 2025 AC
OS Projected Window: March 10, 2025 to March 15, 2025
EVR: 3.4
Avg Daily Volume: 417,627    Market Cap: 98.73M
Sector: None    Short Interest: 29.37
Live Interactive Chart
Days to Next Earnings: 110 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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. 14, 2024 AC 2.7 $1.01 @$2.50 $1.60
($1.01)
64.0% -23.76% I -17.82% I $0.83 $1.40
( $0.83 )
-12.5%
Nov. 11, 2024 AC 2.8 $1.09 @$2.50 $1.55
($1.09)
62.0% 6.42% I 4.58% I $1.14 $1.47
( $1.14 )
-5.16%
Nov. 7, 2024 AC 3.0 $1.12 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2024 BO 2.8 $1.63 @$2.50
May 6, 2024 BO 2.5 $2.58 @$2.50
March 28, 2024 BO 2.6 $3.55 @$2.50
Nov. 9, 2023 BO 2.7 $1.78 @$2.50
Aug. 3, 2023 AC 3.0 $4.96 @$5.00
May 4, 2023 BO 3.5 $7.72 @$7.50
March 1, 2023 BO 4.0 $6.46 @$7.50

 
 
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