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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Organon & Co. (OGN) - NYSE Next Earnings Date: OS Estimate: Aug. 6, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 4.5
Avg Daily Volume: 14,417,623    Market Cap: 2.3B
Sector: None    Short Interest: 8.5
Live Interactive Chart
Days to Next Earnings: 86 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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 7, 2026 BO 5.1 $13.41 @$13.00 $0.43
($13.41)
3.31% -0.74% I -0.67% I $13.32 $0.40
( $13.32 )
-6.98%
Feb. 12, 2026 BO 4.9 $7.69 @$8.00 $0.95
($7.69)
11.88% -15.47% O -8.19% I $7.06 $0.98
( $7.06 )
3.16%
Nov. 10, 2025 BO 4.7 $6.78 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2025 BO 4.5 $9.67 @$10.00
May 1, 2025 BO 3.8 $12.93 @$12.50
Feb. 13, 2025 BO 3.5 $14.70 @$15.00
Oct. 31, 2024 BO 3.6 $17.93 @$17.50
Aug. 6, 2024 BO 3.5 $20.19 @$20.00
May 2, 2024 BO 3.7 $18.83 @$20.00
Feb. 15, 2024 BO 3.4 $16.36 @$17.50

 
 
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