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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Origin Materials (ORGN) - NASDAQ Next Earnings Date: Estimated on May 14, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 5.5
Avg Daily Volume: 2,293,445    Market Cap: 74.49M
Sector: None    Short Interest: 8.14
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Weekly: 28.95%       Expires on: May 17, 2024
Implied Move Monthly: 37.72%       Expires on: June 21, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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
May 14, 2024 AC None $0.00 @$1.00 $0.43
($1.14)
37.72% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 29, 2024 AC 5.3 $0.59 @$0.50 $0.15
($0.59)
30.0% -15.25% I -8.47% I $0.54 $0.08
( $0.54 )
-46.67%
Nov. 9, 2023 AC None $1.08 @$1.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 9, 2023 AC 2.6 $4.33 @$5.00
May 10, 2023 AC 2.5 $4.36 @$5.00
Feb. 23, 2023 AC None $4.84 @$5.00
Nov. 3, 2022 AC 2.6 $5.32 @$5.00
Aug. 3, 2022 AC 2.5 $6.27 @$7.50
May 9, 2022 AC 2.0 $5.79 @$5.00
Feb. 24, 2022 AC 0.3 $5.16 @$5.00

 
 
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