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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Organon & Co. (OGN) - NYSE Next Earnings Date: May 2, 2024 BO
EVR: 3.7
Avg Daily Volume: 2,047,987    Market Cap: 4.81B
Sector: None    Short Interest: 4.52
Live Interactive Chart
Implied Move Monthly: 10.62%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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
May 2, 2024 BO None $0.00 @$20.00 $2.00
($18.83)
10.62% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 15, 2024 BO 3.4 $16.36 @$17.50 $2.30
($16.36)
13.14% 16.62% O 13.81% O $18.62 $2.35
( $18.62 )
2.17%
Nov. 2, 2023 BO 3.1 $14.65 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 8, 2023 BO 3.0 $21.80 @$22.50
May 4, 2023 BO 2.9 $24.24 @$25.00
Feb. 16, 2023 BO 2.4 $29.26 @$30.00
Nov. 3, 2022 BO 2.6 $25.93 @$25.00
Aug. 4, 2022 BO 3.0 $32.57 @$35.00
May 5, 2022 BO 3.2 $33.19 @$35.00
Feb. 17, 2022 BO 4.2 $36.34 @$35.00

 
 
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