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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Olin Corporation (OLN) - NYSE Next Earnings Date: OS Estimate: Oct. 30, 2025 AC
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 2.7
Avg Daily Volume: 2,741,390    Market Cap: 2.7B
Sector: Basic Materials    Short Interest: 5.57
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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, 2025 AC 2.6 $20.83 @$20.00 $2.55
($20.83)
12.75% 7.53% I 5.08% I $21.89 $2.78
( $21.89 )
9.02%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 24, 2024 AC 2.7 $45.04 @$45.00
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

 
 
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