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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Origin Materials (ORGN) - NASDAQ Next Earnings Date: OS Estimate: Nov. 5, 2025 AC
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 7.2
Avg Daily Volume: 1,621,331    Market Cap: 80.2M
Sector: None    Short Interest: 2.08
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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
Aug. 14, 2025 AC 6.2 $0.84 @$1.00 $0.38
($0.84)
38.0% -34.52% I -33.33% I $0.56 $0.28
( $0.56 )
-26.32%
May 15, 2025 AC 5.4 $0.65 @$0.50 $0.35
($0.65)
70.0% -38.46% I -32.3% I $0.44 $0.15
( $0.44 )
-57.14%
March 13, 2025 AC 6.3 $0.85 @$1.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 7, 2024 AC 6.7 $1.28 @$1.50
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

 
 
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