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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orchid Island Capital (ORC) - NYSE Next Earnings Date: OS Estimate: Feb. 12, 2026 AC
OS Projected Window: Feb. 9, 2026 to Feb. 14, 2026
EVR: 1.2
Avg Daily Volume: 5,100,950    Market Cap: 1.1B
Sector: N/A    Short Interest: 8.89
Live Interactive Chart
Days to Next Earnings: 111 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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
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 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 27, 2023 AC 1.5 $10.89 @$10.00

 
 
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