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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ON Semiconductor Corporation (ON) - NASDAQ Next Earnings Date: OS Estimate: July 27, 2026 AC
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 3.2
Avg Daily Volume: 11,464,565    Market Cap: 38.7B
Sector: Technology    Short Interest: 7.64
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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 4, 2026 AC 3.3 $102.04 @$102.00 $13.50
($102.04)
13.24% -5.84% I 0.61% I $102.67 $8.35
( $102.67 )
-38.15%
Feb. 9, 2026 AC 3.5 $65.10 @$65.00 $7.08
($65.10)
10.89% 5.68% I 3.5% I $67.38 $4.92
( $67.38 )
-30.51%
Nov. 3, 2025 BO 3.7 $50.08 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 4, 2025 BO 3.3 $56.82 @$57.00
May 5, 2025 BO 3.2 $41.91 @$42.00
Feb. 10, 2025 BO 3.5 $51.25 @$51.00
Oct. 28, 2024 BO 3.6 $71.25 @$71.00
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

 
 
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