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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
O (OI) - NYSE Next Earnings Date: OS Estimate: April 28, 2026 AC
OS Projected Window: April 27, 2026 to May 2, 2026
EVR: 4.1
Avg Daily Volume: 2,609,420    Market Cap: 1.6B
Sector: None    Short Interest: 10.17
Live Interactive Chart
Days to Next Earnings: 34 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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
Feb. 10, 2026 AC 4.3 $16.39 @$16.00 $1.52
($16.39)
9.5% -8.17% I -4.94% I $15.58 $0.90
( $15.58 )
-40.79%
Nov. 4, 2025 AC 4.1 $11.80 @$12.00 $1.45
($11.80)
12.08% 17.54% O 14.15% O $13.47 $1.80
( $13.47 )
24.14%
July 29, 2025 AC 4.1 $14.48 @$14.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 6, 2024 AC 3.6 $14.37 @$14.00
Oct. 31, 2023 AC 3.5 $15.45 @$15.00

 
 
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