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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Origin Materials (ORGN) - NASDAQ Next Earnings Date: OS Estimate: Feb. 27, 2025 AC
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 6.3
Avg Daily Volume: 1,200,509    Market Cap: 74.49M
Sector: None    Short Interest: 8.14
Live Interactive Chart
Days to Next Earnings: 97 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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. 7, 2024 AC 6.7 $1.28 @$1.50 $0.28
($1.28)
18.67% 2.34% I 1.56% I $1.30 $0.22
( $1.30 )
-21.43%
May 9, 2024 AC 6.8 $1.14 @$1.00 $0.30
($1.14)
30.0% 7.89% I 0.0% I $1.14 $0.28
( $1.14 )
-6.67%
Feb. 29, 2024 AC 6.6 $0.59 @$0.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 9, 2023 AC 5.7 $1.08 @$1.00
Aug. 9, 2023 AC 2.6 $4.33 @$5.00
May 10, 2023 AC 2.6 $4.36 @$5.00
Feb. 23, 2023 AC 2.7 $4.84 @$5.00
Nov. 3, 2022 AC 2.6 $5.32 @$5.00
Aug. 3, 2022 AC 2.5 $6.27 @$7.50
May 9, 2022 AC 2.0 $5.79 @$5.00

 
 
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