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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Olin Corporation (OLN) - NYSE Next Earnings Date: OS Estimate: Jan. 28, 2027 AC
OS Projected Window: Jan. 25, 2027 to Jan. 30, 2027
EVR: 3.7
Avg Daily Volume: 4,764,011    Market Cap: 2.0B
Sector: Basic Materials    Short Interest: 13.15
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 76
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
Oct. 29, 2026 AC 3.7 $16.05 @$15.00 $1.98
($16.05)
13.2% 10.52% I 9.65% I $17.60 $2.80
( $17.60 )
41.41%
July 30, 2026 AC 3.1 $22.17 @$22.50 $2.75
($22.17)
12.22% -20.02% O -16.5% O $18.51 $4.03
( $18.51 )
46.55%
May 7, 2026 AC 3.2 $26.76 @$27.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 29, 2026 AC 3.0 $22.34 @$22.50
Oct. 27, 2025 AC 2.7 $24.02 @$25.00
July 28, 2025 AC 2.6 $20.83 @$20.00
May 1, 2025 AC 2.9 $21.65 @$22.50
Jan. 30, 2025 AC 2.8 $32.14 @$32.50
Oct. 24, 2024 AC 2.7 $45.04 @$45.00
July 25, 2024 AC 2.6 $48.04 @$47.50

 
 
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