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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
O'Reilly Automotive (ORLY) - NASDAQ Next Earnings Date: Estimated on Feb. 5, 2025
OS Projected Window: April 28, 2025 to May 3, 2025
EVR: 1.6
Avg Daily Volume: 338,103    Market Cap: 65.72B
Sector: Consumer Services    Short Interest: 1.41
Live Interactive Chart
Implied Move Monthly: 5.35%       Expires on: Feb. 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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
Feb. 5, 2025 AC None $0.00 @$1,340.00 $71.40
($1,334.19)
5.35% -None% I -None% I $0.00 $0.00
( N/A )
None%
May 16, 2024 AC 1.7 $1,005.98 @$1,010.00 $44.30
($1,005.98)
4.39% 0.66% I 0.6% I $1,012.06 $42.65
( $1,012.06 )
-3.72%
Feb. 7, 2024 AC 1.7 $1,067.02 @$1,070.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 25, 2023 AC 1.5 $874.92 @$870.00
July 26, 2023 AC 1.7 $965.62 @$970.00
April 26, 2023 AC 1.8 $894.20 @$890.00
Feb. 8, 2023 AC 1.8 $787.36 @$790.00
Oct. 25, 2022 AC 2.1 $775.73 @$780.00
July 27, 2022 AC 2.1 $689.40 @$690.00
April 27, 2022 AC 1.9 $713.29 @$710.00

 
 
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