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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ormat Technologies (ORA) - NYSE Next Earnings Date: OS Estimate: Feb. 25, 2025 AC
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 1.8
Avg Daily Volume: 431,663    Market Cap: 4.44B
Sector: Utilities    Short Interest: 6.19
Live Interactive Chart
Days to Next Earnings: 95 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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 1.9 $81.92 @$80.00 $5.22
($81.92)
6.53% 2.35% I 1.37% I $83.05 $4.10
( $83.05 )
-21.46%
Aug. 6, 2024 AC 1.9 $73.94 @$75.00 $5.40
($73.94)
7.2% 3.28% I -1.96% I $72.49 $3.83
( $72.49 )
-29.07%
May 8, 2024 AC 2.0 $68.49 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 21, 2024 AC 2.2 $67.22 @$65.00
Nov. 8, 2023 AC 2.3 $62.42 @$60.00
Aug. 2, 2023 AC 2.3 $79.07 @$80.00
May 9, 2023 AC 2.8 $85.21 @$85.00
Feb. 22, 2023 AC 2.8 $89.03 @$90.00
Nov. 2, 2022 AC 2.5 $88.38 @$90.00
Aug. 3, 2022 AC 2.6 $87.83 @$90.00

 
 
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