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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Oscar Health (OSCR) - NYSE Next Earnings Date: OS Estimate: Feb. 4, 2025 BO
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 6.4
Avg Daily Volume: 4,664,714    Market Cap: 3.18B
Sector: None    Short Interest: 3.32
Live Interactive Chart
Days to Next Earnings: 74 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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 BO 6.8 $15.55 @$16.00 $2.55
($15.55)
15.94% -13.5% I -12.28% I $13.64 $3.78
( $13.64 )
48.24%
Aug. 7, 2024 BO 6.8 $17.23 @$17.50 $2.62
($17.23)
14.97% -11.31% I -3.07% I $16.70 $2.23
( $16.70 )
-14.89%
May 7, 2024 BO 7.3 $18.97 @$19.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 7, 2024 AC 7.0 $13.41 @$12.50
Nov. 7, 2023 BO 6.8 $5.71 @$5.00
Aug. 8, 2023 AC 6.6 $7.13 @$7.50
May 9, 2023 AC 6.9 $7.14 @$7.50
Feb. 9, 2023 AC 6.2 $3.80 @$5.00
Nov. 8, 2022 AC 5.6 $3.07 @$2.50
Aug. 11, 2022 AC 5.4 $6.52 @$7.50

 
 
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