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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orion Energy Systems (OESX) - NASDAQ Next Earnings Date: Estimated on June 26, 2025
OS Projected Window: Aug. 18, 2025 to Aug. 23, 2025
EVR: 3.0
Avg Daily Volume: 64,394    Market Cap: 22.2M
Sector: Technology    Short Interest: 0.18
Live Interactive Chart
Days to Next Earnings: 16 Days
Implied Move Monthly: 336.78%       Expires on: July 18, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
June 26, 2025 BO None $0.00 @$2.50 $1.92
($0.57)
336.78% -None% I -None% I $0.00 $0.00
( N/A )
None%
June 5, 2025 BO 3.1 $0.61 @$2.50 $1.92
($0.61)
76.8% -3.27% I -3.27% I $0.59 $1.77
( $0.59 )
-7.81%
Feb. 11, 2025 BO 3.1 $0.83 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2024 BO 3.1 $0.99 @$2.50
June 6, 2024 BO 3.0 $1.06 @$2.50
Feb. 7, 2024 BO 2.7 $1.01 @$2.50
Nov. 7, 2023 BO 3.0 $1.02 @$2.50
Aug. 9, 2023 BO 3.1 $1.72 @$2.50
June 6, 2023 BO 3.6 $1.50 @$2.50
Feb. 9, 2023 BO 3.7 $1.81 @$2.50

 
 
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