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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orange (ORAN) - NYSE Next Earnings Date: OS Estimate: July 24, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 1.0
Avg Daily Volume: 389,469    Market Cap: 30.85B
Sector: Technology    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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
April 24, 2024 BO 1.0 $11.65 @$12.50 $1.18
($11.65)
9.44% -3.51% I -2.83% I $11.32 $1.48
( $11.32 )
25.42%
Feb. 15, 2024 BO 1.1 $11.43 @$12.50 $1.68
($11.43)
13.44% 2.27% I 1.92% I $11.65 $1.55
( $11.65 )
-7.74%
Oct. 24, 2023 BO 1.3 $11.42 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 BO 1.2 $11.92 @$12.50
April 26, 2023 BO 1.2 $12.56 @$12.50
Feb. 16, 2023 BO 1.1 $10.68 @$10.00
Oct. 25, 2022 BO 1.2 $9.39 @$10.00
July 28, 2022 BO 1.1 $10.33 @$10.00
April 26, 2022 BO 1.2 $12.03 @$12.50
Feb. 17, 2022 BO 1.4 $12.34 @$12.50

 
 
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