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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orchid Island Capital (ORC) - NYSE Next Earnings Date: OS Estimate: Feb. 20, 2025 AC
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 1.3
Avg Daily Volume: 1,824,140    Market Cap: 457.09M
Sector: N/A    Short Interest: 7.77
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 33
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 1.4 $7.88 @$7.50 $0.47
($7.88)
6.27% 2.28% I 0.38% I $7.91 $0.25
( $7.91 )
-46.81%
July 25, 2024 AC 1.4 $8.26 @$7.50 $0.93
($8.26)
12.4% -1.57% I -0.24% I $8.24 $0.95
( $8.24 )
2.15%
April 25, 2024 AC 1.4 $8.39 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 1, 2024 AC 1.3 $8.27 @$7.50
Oct. 26, 2023 AC 1.4 $6.13 @$5.00
July 27, 2023 AC 1.5 $10.89 @$10.00
April 27, 2023 AC 1.5 $10.67 @$11.00
Feb. 23, 2023 AC 1.5 $11.45 @$11.00
Oct. 27, 2022 AC 1.3 $10.06 @$10.00
April 28, 2022 AC 1.1 $2.87 @$3.00

 
 
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