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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Oramed Pharmaceuticals Inc. (ORMP) - NASDAQ Next Earnings Date: OS Estimate: Nov. 10, 2026 AC
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 1.8
Avg Daily Volume: 228,742    Market Cap: 178.9M
Sector: Healthcare    Short Interest: 1.84
Live Interactive Chart
Days to Next Earnings: 4 Days
Implied Move Monthly: 13.10%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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, 2026 AC 1.6 $4.64 @$5.00 $2.02
($4.64)
40.4% -9.26% I -7.54% I $4.29 $1.85
( $4.29 )
-8.42%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 15, 2025 AC 1.5 $2.20 @$2.50
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

 
 
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