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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Odyssey Marine Exploration (OMEX) - NASDAQ Next Earnings Date: OS Estimate: June 11, 2024 AC
OS Projected Window: June 10, 2024 to June 15, 2024
EVR: 1.6
Avg Daily Volume: 69,425    Market Cap: 85.98M
Sector: Services    Short Interest: 8.19
Live Interactive Chart
Days to Next Earnings: 46 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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, 2023 AC 1.6 $3.25 @$3.00 $0.80
($3.25)
26.67% -3.07% I -1.53% I $3.20 $0.75
( $3.20 )
-6.25%
Aug. 11, 2022 AC 1.7 $2.96 @$3.00 $0.45
($2.96)
15.0% 3.04% I 3.04% I $3.05 $0.62
( $3.05 )
37.78%
May 16, 2022 AC 1.7 $5.46 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 30, 2022 AC 1.8 $6.64 @$7.00
Nov. 15, 2021 BO 1.9 $6.60 @$7.00
Aug. 16, 2021 BO 2.0 $6.40 @$6.00
March 31, 2021 BO 2.2 $6.90 @$7.00
Nov. 16, 2020 AC 2.4 $6.93 @$7.00
Aug. 10, 2020 AC 2.5 $4.44 @$4.00
May 14, 2020 BO 2.3 $4.15 @$4.00

 
 
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