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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Origin Materials (ORGN) - NASDAQ Next Earnings Date: OS Estimate: Sept. 4, 2025 AC
OS Projected Window: Sept. 1, 2025 to Sept. 6, 2025
EVR: 6.2
Avg Daily Volume: 1,363,066    Market Cap: 99.7M
Sector: None    Short Interest: 2.21
Live Interactive Chart
Days to Next Earnings: 64 Days

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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 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 $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

 
 
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