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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orchid Island Capital (ORC) - NYSE Next Earnings Date: Estimated on Oct. 23, 2025
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 1.2
Avg Daily Volume: 4,483,980    Market Cap: 894.7M
Sector: N/A    Short Interest: 5.67
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 36
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
July 24, 2025 AC 1.4 $7.30 @$7.50 $0.42
($7.30)
5.6% 1.64% I 1.5% I $7.41 $0.25
( $7.41 )
-40.48%
April 24, 2025 AC 1.3 $6.93 @$7.50 $0.82
($6.93)
10.93% 6.06% I 5.05% I $7.28 $0.50
( $7.28 )
-39.02%
Jan. 30, 2025 AC 1.3 $8.03 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 27, 2023 AC 1.5 $10.89 @$10.00
April 27, 2023 AC 1.5 $10.67 @$11.00

 
 
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