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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orion Energy Systems (OESX) - NASDAQ Next Earnings Date: Estimated on June 4, 2024
OS Projected Window: June 3, 2024 to June 8, 2024
EVR: 3.6
Avg Daily Volume: 38,687    Market Cap: 28.69M
Sector: Technology    Short Interest: 0.41
Live Interactive Chart
Days to Next Earnings: 47 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 32
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. 9, 2023 BO 3.7 $1.81 @$2.50 $0.68
($1.81)
27.2% -3.31% I 1.1% I $1.83 $0.50
( $1.83 )
-26.47%
Nov. 8, 2022 BO 3.8 $1.63 @$2.50 $1.15
($1.63)
46.0% 7.97% I 1.22% I $1.65 $0.90
( $1.65 )
-21.74%
Aug. 3, 2022 BO 3.7 $2.31 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 7, 2022 BO 4.3 $2.31 @$2.50
Feb. 9, 2022 BO 4.5 $3.07 @$2.50
Nov. 9, 2021 BO 4.7 $4.57 @$5.00
Aug. 4, 2021 BO 5.4 $4.92 @$5.00
June 2, 2021 BO 5.1 $6.74 @$7.50
Feb. 11, 2021 BO 4.8 $11.14 @$10.00
Nov. 5, 2020 BO 5.1 $6.60 @$7.50

 
 
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