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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orchid Island Capital (ORC) - NYSE Next Earnings Date: Estimate: April 25, 2024 AC
EVR: 1.4
Avg Daily Volume: 1,147,390    Market Cap: 457.09M
Sector: N/A    Short Interest: 7.77
Live Interactive Chart
Implied Move Monthly: 13.33%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 31
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 25, 2024 AC None $0.00 @$7.50 $1.15
($8.63)
13.33% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 1, 2024 AC 1.3 $8.27 @$7.50 $1.28
($8.27)
17.07% 4.35% I 3.74% I $8.58 $1.07
( $8.58 )
-16.41%
Oct. 26, 2023 AC 1.4 $6.13 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 AC 1.5 $10.89 @$10.00
April 27, 2023 AC 1.5 $10.67 @$11.00
Feb. 23, 2023 AC 1.5 $11.45 @$11.00
Oct. 27, 2022 AC 1.3 $10.06 @$10.00
April 28, 2022 AC 1.1 $2.87 @$3.00
Feb. 24, 2022 AC 0.9 $3.65 @$4.00
Oct. 28, 2021 AC 1.1 $4.95 @$5.00

 
 
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