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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Oramed Pharmaceuticals Inc. (ORMP) - NASDAQ Next Earnings Date: OS Estimate: March 4, 2026 AC
OS Projected Window: March 2, 2026 to March 7, 2026
EVR: 1.6
Avg Daily Volume: 237,678    Market Cap: 89.8M
Sector: Healthcare    Short Interest: 0.51
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
Nov. 13, 2025 AC 1.7 $2.40 @$2.50 $0.38
($2.40)
15.2% -2.91% I -2.91% I $2.33 $0.47
( $2.33 )
23.68%
Aug. 14, 2025 AC 1.6 $2.12 @$2.50 $1.20
($2.12)
48.0% -6.6% I -1.88% I $2.08 $1.38
( $2.08 )
15.0%
May 15, 2025 AC 1.5 $2.20 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 12, 2025 AC 1.6 $2.24 @$2.50
May 8, 2025 AC 1.6 $2.29 @$2.50
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

 
 
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