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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Outset Medical (OM) - NASDAQ Next Earnings Date: OS Estimate: Sept. 3, 2025 AC
OS Projected Window: Sept. 1, 2025 to Sept. 6, 2025
EVR: 10.0
Avg Daily Volume: 249,791    Market Cap: 55.0M
Sector: None    Short Interest: 28.37
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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, 2025 AC 10.0 $11.74 @$12.50 $1.35
($11.74)
10.8% 39.69% O 35.26% O $15.88 $5.10
( $15.88 )
277.78%
Feb. 19, 2025 AC 10.0 $0.94 @$1.00 $0.45
($0.94)
45.0% 14.89% I 2.12% I $0.96 $0.38
( $0.96 )
-15.56%
Nov. 6, 2024 AC 9.4 $0.62 @$0.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2024 AC 7.2 $3.40 @$3.00
May 8, 2024 AC 6.9 $4.13 @$4.00
Feb. 21, 2024 AC 6.5 $3.21 @$3.00
Nov. 7, 2023 AC 6.6 $4.31 @$4.00
Aug. 2, 2023 AC 6.7 $19.36 @$20.00
May 3, 2023 AC 7.1 $20.31 @$20.00
Feb. 13, 2023 AC 7.0 $28.43 @$30.00

 
 
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