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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orchid Island Capital (ORC) - NYSE Next Earnings Date: Estimated on July 23, 2026
OS Projected Window: Aug. 10, 2026 to Aug. 15, 2026
EVR: 1.3
Avg Daily Volume: 4,713,352    Market Cap: 1.3B
Sector: N/A    Short Interest: 6.92
Live Interactive Chart
Days to Next Earnings: 27 Days
Implied Move Monthly: 10.50%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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 23, 2026 AC None $0.00 @$7.50 $0.82
($6.95)
11.8% -None% -None% $0.00 $0.00
( N/A )
None%
April 23, 2026 AC 1.3 $6.84 @$7.50 $0.62
($6.84)
8.27% 3.65% I 3.07% I $7.05 $0.55
( $7.05 )
-11.29%
Jan. 29, 2026 AC 1.2 $8.27 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 23, 2025 AC 1.2 $7.44 @$7.50
July 24, 2025 AC 1.4 $7.30 @$7.50
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

 
 
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