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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Outset Medical (OM) - NASDAQ Next Earnings Date: OS Estimate: Nov. 4, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 10.0
Avg Daily Volume: 159,367    Market Cap: 84.9M
Sector: Healthcare    Short Interest: 11.08
Live Interactive Chart
Days to Next Earnings: 86 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
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
Aug. 6, 2026 AC 10.0 $5.20 @$5.00 $1.98
($5.20)
39.6% -18.07% I -5.76% I $4.90 $1.77
( $4.90 )
-10.61%
May 7, 2026 AC 10.0 $4.68 @$5.00 $0.95
($4.68)
19.0% -23.71% O -21.15% O $3.69 $1.30
( $3.69 )
36.84%
Feb. 11, 2026 AC 10.0 $4.54 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 12, 2026 AC 10.0 $5.57 @$5.00
Nov. 10, 2025 AC 10.0 $12.07 @$12.50
Aug. 6, 2025 AC 10.0 $13.17 @$12.50
May 7, 2025 AC 10.0 $11.74 @$12.50
Feb. 19, 2025 AC 10.0 $0.94 @$1.00
Nov. 6, 2024 AC 9.4 $0.62 @$0.50
Aug. 7, 2024 AC 7.2 $3.40 @$3.00

 
 
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