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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orion S.A. (OEC) - NYSE Next Earnings Date: OS Estimate: Nov. 4, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 5.5
Avg Daily Volume: 644,542    Market Cap: 409.2M
Sector: Basic Materials    Short Interest: 2.5
Live Interactive Chart
Days to Next Earnings: 86 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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. 5, 2026 AC 4.9 $6.56 @$7.50 $1.10
($6.56)
14.67% 25.6% O 15.85% O $7.60 $0.85
( $7.60 )
-22.73%
May 6, 2026 AC 4.7 $8.20 @$7.50 $0.97
($8.20)
12.93% -18.41% O -12.68% I $7.16 $1.85
( $7.16 )
90.72%
Feb. 17, 2026 BO 4.1 $7.11 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 4, 2025 AC 3.9 $4.90 @$5.00
Aug. 6, 2025 AC 3.3 $9.06 @$10.00
May 7, 2025 AC 3.3 $11.23 @$10.00
Feb. 19, 2025 AC 3.0 $14.66 @$15.00
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

 
 
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