Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ON Semiconductor Corporation (ON) - NASDAQ Next Earnings Date: OS Estimate: Oct. 27, 2025 BO
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 3.7
Avg Daily Volume: 9,982,463    Market Cap: 21.2B
Sector: Technology    Short Interest: 7.86
Live Interactive Chart
Days to Next Earnings: 66 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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
Aug. 4, 2025 BO 3.3 $56.82 @$57.00 $6.56
($56.82)
11.51% -16.71% O -15.57% O $47.97 $10.14
( $47.97 )
54.57%
May 5, 2025 BO 3.2 $41.91 @$42.00 $4.84
($41.91)
11.52% -10.18% I -8.35% I $38.41 $4.54
( $38.41 )
-6.2%
Feb. 10, 2025 BO 3.5 $51.25 @$51.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US