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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Olin Corporation (OLN) - NYSE Next Earnings Date: OS Estimate: July 29, 2026 AC
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 3.1
Avg Daily Volume: 2,385,324    Market Cap: 3.0B
Sector: Basic Materials    Short Interest: 9.7
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 74
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 7, 2026 AC 3.2 $26.76 @$27.50 $3.12
($26.76)
11.35% 5.49% I 0.29% I $26.84 $1.77
( $26.84 )
-43.27%
Jan. 29, 2026 AC 3.0 $22.34 @$22.50 $2.88
($22.34)
12.8% -11.77% I -6.84% I $20.81 $2.65
( $20.81 )
-7.99%
Oct. 27, 2025 AC 2.7 $24.02 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 25, 2024 AC 2.6 $52.82 @$52.50
Jan. 25, 2024 AC 2.6 $51.75 @$52.50

 
 
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