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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Oramed Pharmaceuticals Inc. (ORMP) - NASDAQ Next Earnings Date: OS Estimate: Dec. 25, 2024 AC
OS Projected Window: Dec. 23, 2024 to Dec. 28, 2024
EVR: 1.6
Avg Daily Volume: 99,613    Market Cap: 120.71M
Sector: Healthcare    Short Interest: 1.87
Live Interactive Chart
Days to Next Earnings: 33 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 25
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 1.8 $2.38 @$2.50 $0.45
($2.38)
18.0% -4.62% I -2.94% I $2.31 $0.47
( $2.31 )
4.44%
Aug. 13, 2024 AC 1.9 $2.36 @$2.50 $0.58
($2.36)
23.2% -5.5% I -5.08% I $2.24 $1.75
( $2.24 )
201.72%
Aug. 9, 2024 AC 1.9 $2.34 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 8, 2024 AC 2.2 $2.37 @$2.50
May 9, 2024 AC 2.3 $2.38 @$2.50
March 6, 2024 AC 2.4 $2.87 @$2.50
Nov. 9, 2023 AC 2.6 $1.95 @$2.50
Aug. 10, 2023 AC 2.9 $3.19 @$2.50
May 11, 2023 AC 2.9 $2.82 @$2.50
March 6, 2023 AC 3.3 $2.18 @$2.50

 
 
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