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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ON Semiconductor Corporation (ON) - NASDAQ Next Earnings Date: May 5, 2025 BO
EVR: 3.2
Avg Daily Volume: 10,654,296    Market Cap: 19.1B
Sector: Technology    Short Interest: 6.36
Live Interactive Chart
Days to Next Earnings: 10 Days
Implied Move Weekly: 12.61%       Expires on: May 9, 2025
Implied Move Monthly: 13.74%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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 5, 2025 BO None $0.00 @$40.00 $5.49
($39.96)
13.74% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 10, 2025 BO 3.5 $51.25 @$51.00 $5.54
($51.25)
10.86% -9.13% I -8.21% I $47.04 $4.46
( $47.04 )
-19.49%
Oct. 28, 2024 BO 3.6 $71.25 @$71.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 29, 2024 BO 3.5 $70.17 @$70.00
April 29, 2024 BO 3.6 $68.06 @$68.00
Feb. 5, 2024 BO 3.5 $70.83 @$71.00
Oct. 30, 2023 BO 3.0 $83.52 @$84.00
July 31, 2023 BO 3.0 $105.09 @$105.00
May 1, 2023 BO 3.1 $71.96 @$72.00
Feb. 6, 2023 BO 3.3 $80.89 @$81.00

 
 
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