Optionslam.com

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

 
O'Reilly Automotive (ORLY) - NASDAQ Next Earnings Date: OS Estimate: June 24, 2026 AC
OS Projected Window: June 22, 2026 to June 27, 2026
EVR: 1.7
Avg Daily Volume: 5,783,324    Market Cap: 77.9B
Sector: Consumer Services    Short Interest: 2.01
Live Interactive Chart
Days to Next Earnings: 61 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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 29, 2026 AC 1.5 $91.69 @$90.00 $5.15
($91.69)
5.72% 8.84% O 8.4% O $99.40 $9.78
( $99.40 )
89.9%
Feb. 4, 2026 AC 1.4 $96.74 @$95.00 $6.47
($96.74)
6.81% -4.8% I -4.01% I $92.86 $4.30
( $92.86 )
-33.54%
Oct. 22, 2025 AC 1.4 $101.21 @$101.33 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 23, 2025 AC 1.4 $95.42 @$96.00
April 23, 2025 AC 1.5 $1,380.51 @$1,380.00
Feb. 5, 2025 AC 1.6 $1,348.24 @$1,340.00
May 16, 2024 AC 1.7 $1,005.98 @$1,010.00
Feb. 7, 2024 AC 1.7 $1,067.02 @$1,070.00
Oct. 25, 2023 AC 1.5 $874.92 @$870.00
July 26, 2023 AC 1.7 $965.62 @$970.00

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