Optionslam.com

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

 
Olin Corporation (OLN) - NYSE Next Earnings Date: Estimated on Jan. 29, 2026
OS Projected Window: Jan. 26, 2026 to Jan. 31, 2026
EVR: 3.0
Avg Daily Volume: 2,836,248    Market Cap: 2.2B
Sector: Basic Materials    Short Interest: 6.73
Live Interactive Chart
Days to Next Earnings: 51 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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. 27, 2025 AC 2.7 $24.02 @$25.00 $3.52
($24.02)
14.08% -16.61% O -12.44% I $21.03 $4.55
( $21.03 )
29.26%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

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