Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orchid Island Capital (ORC) - NYSE Next Earnings Date: Estimated on April 24, 2025
OS Projected Window: April 28, 2025 to May 3, 2025
EVR: 1.3
Avg Daily Volume: 3,400,484    Market Cap: 790.2M
Sector: N/A    Short Interest: 4.16
Live Interactive Chart
Days to Next Earnings: 22 Days
Implied Move Monthly: 5.53%       Expires on: May 16, 2025

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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
April 24, 2025 AC None $0.00 @$7.50 $0.40
($7.23)
5.53% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 30, 2025 AC 1.3 $8.03 @$7.50 $0.60
($8.03)
8.0% 4.35% I 3.98% I $8.35 $0.90
( $8.35 )
50.0%
Oct. 24, 2024 AC 1.4 $7.88 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 25, 2024 AC 1.4 $8.26 @$7.50
April 25, 2024 AC 1.4 $8.39 @$7.50
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US