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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orion Group Holdings (ORN) - NYSE Next Earnings Date: OS Estimate: Aug. 12, 2026 AC
OS Projected Window: Aug. 10, 2026 to Aug. 15, 2026
EVR: 5.9
Avg Daily Volume: 630,534    Market Cap: 417.5M
Sector: Industrials    Short Interest: 5.23
Live Interactive Chart
Days to Next Earnings: 78 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
July 28, 2026 AC 5.2 $11.97 @$12.50 $1.80
($11.97)
14.4% -27.56% O -24.14% O $9.08 $3.60
( $9.08 )
100.0%
April 28, 2026 AC 5.4 $11.56 @$12.50 $2.30
($11.56)
18.4% 7.69% I 3.89% I $12.01 $2.15
( $12.01 )
-6.52%
March 3, 2026 AC 5.8 $13.41 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 28, 2025 AC 5.4 $8.67 @$7.50
July 29, 2025 AC 5.5 $9.40 @$10.00
April 29, 2025 AC 5.4 $6.33 @$7.50
March 4, 2025 AC 4.8 $6.45 @$7.50
July 24, 2024 AC 4.0 $11.04 @$10.00
April 24, 2024 AC 3.3 $7.96 @$7.50
Feb. 28, 2024 AC 3.2 $6.92 @$7.50

 
 
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