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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Oramed Pharmaceuticals Inc. (ORMP) - NASDAQ Next Earnings Date: Estimated on April 8, 2025
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 1.2
Avg Daily Volume: 142,152    Market Cap: 103.6M
Sector: Healthcare    Short Interest: 1.43
Live Interactive Chart
Implied Move Monthly: 26.64%       Expires on: April 17, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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 1, 2025 AC None $0.00 @$2.50 $0.57
($2.14)
26.64% -None% I -None% I $0.00 $0.00
( N/A )
None%
March 25, 2025 AC 1.3 $2.33 @$2.50 $0.75
($2.33)
30.0% 2.14% I 1.28% I $2.36 $0.57
( $2.36 )
-24.0%
March 20, 2025 AC 1.3 $2.37 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 17, 2025 AC 1.4 $2.37 @$2.50
March 13, 2025 AC 1.6 $2.39 @$2.50
March 5, 2025 AC 1.6 $2.30 @$2.50
Nov. 7, 2024 AC 1.8 $2.38 @$2.50
Aug. 13, 2024 AC 1.9 $2.36 @$2.50
Aug. 9, 2024 AC 1.9 $2.34 @$2.50
Aug. 8, 2024 AC 2.2 $2.37 @$2.50

 
 
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