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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orion S.A. (OEC) - NYSE Next Earnings Date: OS Estimate: Nov. 5, 2025 AC
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 3.9
Avg Daily Volume: 613,500    Market Cap: 592.4M
Sector: Basic Materials    Short Interest: 1.18
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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
Aug. 6, 2025 AC 3.3 $9.06 @$10.00 $1.35
($9.06)
13.5% 22.07% O 20.08% O $10.88 $1.15
( $10.88 )
-14.81%
May 7, 2025 AC 3.3 $11.23 @$10.00 $1.93
($11.23)
19.3% -14.6% I -10.68% I $10.03 $0.28
( $10.03 )
-85.49%
Feb. 19, 2025 AC 3.0 $14.66 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 7, 2024 AC 3.1 $16.44 @$17.50
May 2, 2024 AC 3.5 $24.24 @$25.00
Feb. 14, 2024 AC 3.7 $23.23 @$22.50
Nov. 2, 2023 AC 3.8 $20.60 @$20.00
Aug. 9, 2023 AC 4.0 $20.87 @$20.00
May 4, 2023 AC 3.9 $23.16 @$22.50
Feb. 16, 2023 AC 3.7 $21.81 @$22.50

 
 
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