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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Outset Medical (OM) - NASDAQ Next Earnings Date: OS Estimate: Aug. 26, 2026 AC
OS Projected Window: Aug. 24, 2026 to Aug. 29, 2026
EVR: 10.0
Avg Daily Volume: 141,573    Market Cap: 76.9M
Sector: None    Short Interest: 10.63
Live Interactive Chart
Days to Next Earnings: 106 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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 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 $0.82
($4.54)
16.4% -22.02% O -16.29% I $3.80 $1.55
( $3.80 )
89.02%
Jan. 12, 2026 AC 10.0 $5.57 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 8, 2024 AC 6.9 $4.13 @$4.00

 
 
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