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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Outset Medical (OM) - NASDAQ Next Earnings Date: OS Estimate: Feb. 10, 2027 AC
OS Projected Window: Feb. 8, 2027 to Feb. 13, 2027
EVR: 9.1
Avg Daily Volume: 154,666    Market Cap: 84.9M
Sector: Healthcare    Short Interest: 11.08
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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
Nov. 4, 2026 AC 10.0 $4.44 @$5.00 $0.88
($4.44)
17.6% -12.38% I -7.65% I $4.10 $2.05
( $4.10 )
132.95%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 11, 2026 AC 10.0 $4.54 @$5.00
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

 
 
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