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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Oramed Pharmaceuticals Inc. (ORMP) - NASDAQ Next Earnings Date: OS Estimate: Aug. 4, 2025 AC
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 1.6
Avg Daily Volume: 72,524    Market Cap: 91.9M
Sector: Healthcare    Short Interest: 1.74
Live Interactive Chart
Days to Next Earnings: 66 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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 1.5 $2.20 @$2.50 $1.10
($2.20)
44.0% -5.0% I -2.27% I $2.15 $1.10
( $2.15 )
0.0%
May 12, 2025 AC 1.6 $2.24 @$2.50 $1.05
($2.24)
42.0% 1.78% I 0.0% I $2.24 $1.20
( $2.24 )
14.29%
May 8, 2025 AC 1.6 $2.29 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 28, 2025 AC 1.6 $2.24 @$2.50
April 21, 2025 AC 1.6 $2.25 @$2.50
April 18, 2025 AC 1.4 $2.15 @$2.50
April 15, 2025 AC 1.4 $2.23 @$2.50
April 8, 2025 AC 1.2 $2.03 @$2.50
April 1, 2025 AC 1.2 $2.13 @$2.50
March 25, 2025 AC 1.3 $2.33 @$2.50

 
 
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