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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Outset Medical (OM) - NASDAQ Next Earnings Date: Estimated on May 8, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 7.5
Avg Daily Volume: 953,170    Market Cap: 103.54M
Sector: None    Short Interest: 19.48
Live Interactive Chart
Days to Next Earnings: 11 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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
Feb. 21, 2024 AC 6.7 $3.21 @$3.00 $0.90
($3.21)
30.0% 34.89% O 6.23% I $3.41 $0.72
( $3.41 )
-20.0%
Nov. 7, 2023 AC None $4.31 @$4.00 $0.90
($4.31)
22.5% -None% I -None% I $0.00 $0.65
( $3.69 )
-27.78%
Aug. 2, 2023 AC None $0.00 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 3, 2023 AC 7.1 $20.31 @$20.00
Feb. 13, 2023 AC 7.0 $28.43 @$30.00
Nov. 8, 2022 AC 5.0 $11.47 @$12.50
May 4, 2022 AC 4.3 $39.94 @$40.00
Feb. 16, 2022 AC 3.2 $34.22 @$35.00
Nov. 3, 2021 AC 0.5 $58.77 @$60.00
Aug. 5, 2021 AC 0.0 $39.03 @$40.00

 
 
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