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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Old Republic International Corporation (ORI) - NYSE Next Earnings Date: OS Estimate: July 23, 2026 BO
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 1.9
Avg Daily Volume: 1,485,169    Market Cap: 10.4B
Sector: Financial    Short Interest: 3.29
Live Interactive Chart
Days to Next Earnings: 55 Days

DMH Warning: This company sometimes reports During Market Hours
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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
April 23, 2026 BO 1.9 $42.07 @$40.00 $3.27
($42.07)
8.18% -5.58% I -5.15% I $39.90 $1.95
( $39.90 )
-40.37%
Jan. 22, 2026 BO 1.5 $43.12 @$42.50 $2.88
($43.12)
6.78% -14.19% O -9.29% O $39.11 $3.72
( $39.11 )
29.17%
Oct. 23, 2025 BO 1.4 $41.99 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 24, 2025 BO 1.4 $36.62 @$35.00
April 24, 2025 BO 1.5 $37.97 @$40.00
Jan. 23, 2025 BO 1.6 $35.74 @$35.50
Oct. 24, 2024 BO 1.7 $35.79 @$35.00
July 25, 2024 BO 1.7 $31.94 @$32.50
April 25, 2024 BO 1.6 $30.30 @$30.00
Jan. 25, 2024 BO 1.5 $30.38 @$30.00

 
 
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