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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Omeros Corporation (OMER) - NASDAQ Next Earnings Date: May 13, 2026 AC
EVR: 7.5
Avg Daily Volume: 1,242,014    Market Cap: 967.7M
Sector: Healthcare    Short Interest: 23.71
Live Interactive Chart
Days to Next Earnings: 1 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
March 31, 2026 AC 8.2 $10.56 @$11.00 $1.75
($10.56)
15.91% 23.1% O 14.39% I $12.08 $1.62
( $12.08 )
-7.43%
Nov. 13, 2025 AC 7.7 $6.28 @$6.00 $0.97
($6.28)
16.17% 25.63% O 25.31% O $7.87 $1.98
( $7.87 )
104.12%
Aug. 14, 2025 AC 7.8 $4.12 @$4.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 15, 2025 AC 7.5 $3.95 @$4.00
March 31, 2025 AC 7.5 $8.22 @$8.00
Nov. 13, 2024 AC 4.7 $4.19 @$4.00
Aug. 7, 2024 AC None $0.00 @$4.00
Nov. 9, 2023 AC 4.8 $1.26 @$1.00
Aug. 9, 2023 BO 5.3 $4.25 @$4.00
May 9, 2023 AC 4.9 $5.00 @$5.00

 
 
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