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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
OSI Systems (OSIS) - NASDAQ Next Earnings Date: Estimate: Jan. 23, 2025 BO
EVR: 2.6
Avg Daily Volume: 196,032    Market Cap: 2.25B
Sector: None    Short Interest: 2.86
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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 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 $10.78
($128.69)
8.29% 8.47% O 4.42% I $134.39 $7.55
( $134.39 )
-29.96%
Oct. 26, 2023 BO 2.4 $112.47 @$110.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 28, 2021 BO 2.1 $94.78 @$95.00

 
 
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