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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orchid Island Capital (ORC) - NYSE Next Earnings Date: OS Estimate: April 30, 2026 AC
OS Projected Window: April 27, 2026 to May 2, 2026
EVR: 1.3
Avg Daily Volume: 7,530,470    Market Cap: 1.4B
Sector: N/A    Short Interest: 6.74
Live Interactive Chart
Days to Next Earnings: 72 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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
Jan. 29, 2026 AC 1.2 $8.27 @$7.50 $0.88
($8.27)
11.73% -6.04% I -5.68% I $7.80 $0.42
( $7.80 )
-52.27%
Oct. 23, 2025 AC 1.2 $7.44 @$7.50 $0.35
($7.44)
4.67% 3.36% I 2.68% I $7.64 $0.35
( $7.64 )
0.0%
July 24, 2025 AC 1.4 $7.30 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 24, 2025 AC 1.3 $6.93 @$7.50
Jan. 30, 2025 AC 1.3 $8.03 @$7.50
Oct. 24, 2024 AC 1.4 $7.88 @$7.50
July 25, 2024 AC 1.4 $8.26 @$7.50
April 25, 2024 AC 1.4 $8.39 @$7.50
Feb. 1, 2024 AC 1.3 $8.27 @$7.50
Oct. 26, 2023 AC 1.4 $6.13 @$5.00

 
 
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