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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orion Energy Systems (OESX) - NASDAQ Next Earnings Date: OS Estimate: Nov. 6, 2025 BO
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 4.1
Avg Daily Volume: 34,953    Market Cap: 23.1M
Sector: Technology    Short Interest: 0.84
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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 BO 3.3 $0.57 @$2.50 $1.93
($0.57)
77.2% 36.84% I 21.05% I $0.69 $1.80
( $0.69 )
-6.74%
June 26, 2025 BO 3.0 $0.59 @$2.50 $1.98
($0.59)
79.2% 16.94% I 15.25% I $0.68 $1.82
( $0.68 )
-8.08%
June 5, 2025 BO 3.1 $0.61 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 11, 2025 BO 3.1 $0.83 @$2.50
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

 
 
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