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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
OraSure Technologies (OSUR) - NASDAQ Next Earnings Date: OS Estimate: May 7, 2025 AC
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 6.0
Avg Daily Volume: 959,205    Market Cap: 260.3M
Sector: None    Short Interest: 2.98
Live Interactive Chart
Days to Next Earnings: 36 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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
Feb. 25, 2025 AC 5.1 $4.00 @$5.00 $0.60
($4.00)
12.0% -32.75% O -23.5% O $3.06 $2.10
( $3.06 )
250.0%
Nov. 6, 2024 AC 6.0 $4.40 @$5.00 $2.05
($4.40)
41.0% -5.22% I -3.63% I $4.24 $0.93
( $4.24 )
-54.63%
Aug. 6, 2024 AC 6.0 $4.32 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2024 AC 6.0 $5.31 @$5.00
Feb. 27, 2024 AC 5.9 $7.03 @$7.50
Nov. 7, 2023 AC 6.5 $5.75 @$5.00
Aug. 3, 2023 AC 6.1 $4.49 @$5.00
May 10, 2023 AC 5.8 $7.05 @$7.50
Feb. 14, 2023 AC 5.7 $4.93 @$5.00
Nov. 8, 2022 AC 5.6 $4.26 @$5.00

 
 
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