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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Olin Corporation (OLN) - NYSE Next Earnings Date: OS Estimate: July 31, 2025 AC
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 2.6
Avg Daily Volume: 1,897,774    Market Cap: 2.5B
Sector: Basic Materials    Short Interest: 4.2
Live Interactive Chart
Days to Next Earnings: 52 Days

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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
May 1, 2025 AC 2.9 $21.65 @$22.50 $2.62
($21.65)
11.64% 5.08% I 2.54% I $22.20 $1.75
( $22.20 )
-33.21%
Jan. 30, 2025 AC 2.8 $32.14 @$32.50 $3.27
($32.14)
10.06% -10.39% O -8.86% I $29.29 $2.62
( $29.29 )
-19.88%
Oct. 24, 2024 AC 2.7 $45.04 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 25, 2024 AC 2.6 $48.04 @$47.50
April 25, 2024 AC 2.6 $52.82 @$52.50
Jan. 25, 2024 AC 2.6 $51.75 @$52.50
Oct. 26, 2023 AC 2.6 $46.30 @$47.50
July 27, 2023 AC 2.9 $55.73 @$56.00
April 27, 2023 AC 3.1 $54.67 @$55.00
Jan. 26, 2023 AC 3.2 $58.56 @$59.00

 
 
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