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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
OSI Systems (OSIS) - NASDAQ Next Earnings Date: Estimated on April 24, 2025
OS Projected Window: April 28, 2025 to May 3, 2025
EVR: 3.0
Avg Daily Volume: 291,705    Market Cap: 3.1B
Sector: None    Short Interest: 12.02
Live Interactive Chart
Days to Next Earnings: 22 Days
Implied Move Monthly: 12.89%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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 24, 2025 BO None $0.00 @$200.00 $25.55
($198.27)
12.89% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 23, 2025 BO 2.6 $169.01 @$170.00 $15.80
($169.01)
9.29% 16.97% O 14.22% O $193.05 $25.15
( $193.05 )
59.18%
April 25, 2024 BO 2.4 $139.71 @$140.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 25, 2024 BO 2.3 $128.69 @$130.00
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

 
 
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