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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Organon & Co. (OGN) - NYSE Next Earnings Date: OS Estimate: Nov. 6, 2025 BO
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 4.7
Avg Daily Volume: 4,440,796    Market Cap: 2.4B
Sector: None    Short Interest: 5.77
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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. 5, 2025 BO 4.5 $9.67 @$10.00 $1.08
($9.67)
10.8% -13.34% O -13.13% O $8.40 $1.62
( $8.40 )
50.0%
May 1, 2025 BO 3.8 $12.93 @$12.50 $1.65
($12.93)
13.2% -28.46% O -26.91% O $9.45 $3.12
( $9.45 )
89.09%
Feb. 13, 2025 BO 3.5 $14.70 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 2, 2023 BO 3.1 $14.65 @$15.00
Aug. 8, 2023 BO 3.0 $21.80 @$22.50
May 4, 2023 BO 2.9 $24.24 @$25.00

 
 
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