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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orion Group Holdings (ORN) - NYSE Next Earnings Date: OS Estimate: July 30, 2025 AC
OS Projected Window: July 28, 2025 to Aug. 2, 2025
EVR: 5.5
Avg Daily Volume: 381,025    Market Cap: 305.0M
Sector: Industrial Goods    Short Interest: 2.27
Live Interactive Chart
Days to Next Earnings: 51 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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, 2025 AC 5.4 $6.33 @$7.50 $1.30
($6.33)
17.33% 11.84% I 0.94% I $6.39 $2.20
( $6.39 )
69.23%
March 4, 2025 AC 4.8 $6.45 @$7.50 $1.48
($6.45)
19.73% -24.8% O -10.38% I $5.78 $2.73
( $5.78 )
84.46%
July 24, 2024 AC 4.0 $11.04 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 24, 2024 AC 3.3 $7.96 @$7.50
Feb. 28, 2024 AC 3.2 $6.92 @$7.50
Oct. 25, 2023 AC 3.0 $5.11 @$5.00
July 26, 2023 AC 3.4 $3.05 @$2.50
May 8, 2023 AC 3.8 $2.55 @$2.50
March 14, 2023 AC 4.1 $2.87 @$2.50
July 27, 2022 AC 4.3 $2.46 @$2.50

 
 
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