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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orchid Island Capital (ORC) - NYSE Next Earnings Date: OS Estimate: Feb. 11, 2027 AC
OS Projected Window: Feb. 8, 2027 to Feb. 13, 2027
EVR: 1.2
Avg Daily Volume: 7,397,625    Market Cap: 926.4M
Sector: Real Estate    Short Interest: 9.79
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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. 22, 2026 AC 1.2 $4.90 @$5.00 $0.40
($4.90)
8.0% 3.06% I 3.06% I $5.05 $0.35
( $5.05 )
-12.5%
July 23, 2026 AC 1.3 $6.61 @$7.50 $1.00
($6.61)
13.33% -2.11% I -1.05% I $6.54 $1.07
( $6.54 )
7.0%
April 23, 2026 AC 1.3 $6.84 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 29, 2026 AC 1.2 $8.27 @$7.50
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

 
 
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