Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Origin Materials (ORGN) - NASDAQ Next Earnings Date: Estimated on May 13, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 5.4
Avg Daily Volume: 1,105,639    Market Cap: 119.7M
Sector: None    Short Interest: 4.85
Live Interactive Chart
Days to Next Earnings: 18 Days
Implied Move Weekly: 14.16%       Expires on: May 16, 2025
Implied Move Monthly: 20.06%       Expires on: June 20, 2025

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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 13, 2025 AC None $0.00 @$1.00 $0.17
($0.85)
20.06% -None% I -None% I $0.00 $0.00
( N/A )
None%
March 13, 2025 AC 6.3 $0.85 @$1.00 $0.10
($0.85)
10.0% -8.23% I -4.7% I $0.81 $0.10
( $0.81 )
0.0%
Nov. 7, 2024 AC 6.7 $1.28 @$1.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2024 AC 6.8 $1.14 @$1.00
Feb. 29, 2024 AC 6.6 $0.59 @$0.50
Nov. 9, 2023 AC 5.7 $1.08 @$1.00
Aug. 9, 2023 AC 2.6 $4.33 @$5.00
May 10, 2023 AC 2.6 $4.36 @$5.00
Feb. 23, 2023 AC 2.7 $4.84 @$5.00
Nov. 3, 2022 AC 2.6 $5.32 @$5.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US