Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
O (OI) - NYSE Next Earnings Date: OS Estimate: Oct. 27, 2026 AC
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 4.9
Avg Daily Volume: 3,554,900    Market Cap: 1.1B
Sector: Consumer Cyclical    Short Interest: 7.07
Live Interactive Chart
Days to Next Earnings: 78 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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
July 28, 2026 AC 4.5 $9.06 @$9.00 $1.10
($9.06)
12.22% -20.64% O -15.01% O $7.70 $1.57
( $7.70 )
42.73%
April 28, 2026 AC 4.1 $10.24 @$10.00 $1.40
($10.24)
14.0% -21.87% O -15.52% O $8.65 $1.48
( $8.65 )
5.71%
Feb. 10, 2026 AC 4.3 $16.39 @$16.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 4, 2025 AC 4.1 $11.80 @$12.00
July 29, 2025 AC 4.1 $14.48 @$14.00
April 29, 2025 AC 4.4 $12.15 @$12.00
Feb. 4, 2025 AC 4.4 $11.73 @$12.00
Oct. 29, 2024 AC 4.5 $12.44 @$12.00
July 30, 2024 AC 4.2 $11.62 @$12.00
April 30, 2024 AC 3.9 $14.96 @$15.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US