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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orchid Island Capital (ORC) - NYSE Next Earnings Date: OS Estimate: Oct. 29, 2026 AC
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 1.2
Avg Daily Volume: 5,323,583    Market Cap: 1.3B
Sector: Real Estate    Short Interest: 6.74
Live Interactive Chart
Days to Next Earnings: 73 Days

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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 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 $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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