Optionslam.com

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

 
O (OI) - NYSE Next Earnings Date: OS Estimate: Oct. 28, 2025 AC
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 4.1
Avg Daily Volume: 1,691,223    Market Cap: 2.0B
Sector: None    Short Interest: 4.54
Live Interactive Chart
Days to Next Earnings: 67 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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 29, 2025 AC 4.1 $14.48 @$14.00 $1.43
($14.48)
10.21% -13.6% O -12.5% O $12.67 $1.53
( $12.67 )
6.99%
April 29, 2025 AC 4.4 $12.15 @$12.00 $1.45
($12.15)
12.08% 5.76% I 4.19% I $12.66 $1.25
( $12.66 )
-13.79%
Feb. 4, 2025 AC 4.4 $11.73 @$12.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 1, 2023 AC 3.5 $22.43 @$22.00
April 25, 2023 AC 3.4 $21.05 @$21.00

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