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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Omega Healthcare Investors (OHI) - NYSE Next Earnings Date: May 2, 2024 AC
EVR: 2.3
Avg Daily Volume: 1,428,025    Market Cap: 7.60B
Sector: Financial    Short Interest: 7.14
Live Interactive Chart
Days to Next Earnings: 7 Days
Implied Move Monthly: 5.12%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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 AC None $0.00 @$30.00 $1.55
($30.26)
5.12% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 7, 2024 AC 2.2 $28.09 @$28.00 $1.20
($28.09)
4.29% 7.51% O 6.47% O $29.91 $2.12
( $29.91 )
76.67%
Nov. 2, 2023 AC 2.1 $33.73 @$34.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 AC 2.3 $31.81 @$32.00
May 2, 2023 AC 2.2 $26.54 @$27.00
Feb. 2, 2023 AC 2.1 $30.00 @$30.00
Nov. 2, 2022 AC 2.0 $31.18 @$31.00
Aug. 1, 2022 AC 1.9 $31.38 @$31.00
May 2, 2022 AC 1.4 $25.13 @$25.00
Feb. 2, 2022 AC 1.4 $30.37 @$30.00

 
 
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