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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
OSI Systems (OSIS) - NASDAQ Next Earnings Date: Estimated on Jan. 23, 2025
EVR: 2.6
Avg Daily Volume: 192,189    Market Cap: 2.25B
Sector: None    Short Interest: 2.86
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 8.98%       Expires on: Feb. 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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
Jan. 23, 2025 BO None $0.00 @$165.00 $14.95
($166.56)
8.98% -None% I -None% I $0.00 $0.00
( N/A )
None%
April 25, 2024 BO 2.4 $139.71 @$140.00 $10.45
($139.71)
7.46% -9.4% O -3.97% I $134.15 $6.72
( $134.15 )
-35.69%
Jan. 25, 2024 BO 2.3 $128.69 @$130.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 26, 2023 BO 2.4 $112.47 @$110.00
Aug. 24, 2023 BO 1.9 $120.17 @$120.00
April 27, 2023 BO 1.9 $102.47 @$100.00
Jan. 26, 2023 BO 1.8 $89.32 @$90.00
Aug. 18, 2022 AC 1.8 $102.15 @$100.00
April 28, 2022 AC 1.9 $76.88 @$75.00
Jan. 27, 2022 BO 1.9 $83.65 @$85.00

 
 
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