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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orion Group Holdings (ORN) - NYSE Next Earnings Date: OS Estimate: March 4, 2026 AC
OS Projected Window: March 2, 2026 to March 7, 2026
EVR: 5.8
Avg Daily Volume: 330,391    Market Cap: 405.0M
Sector: Industrial Goods    Short Interest: 4.59
Live Interactive Chart
Days to Next Earnings: 85 Days

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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
Oct. 28, 2025 AC 5.4 $8.67 @$7.50 $1.93
($8.67)
25.73% 19.72% I 17.76% I $10.21 $3.20
( $10.21 )
65.8%
July 29, 2025 AC 5.5 $9.40 @$10.00 $1.45
($9.40)
14.5% -15.21% O -14.78% O $8.01 $2.92
( $8.01 )
101.38%
April 29, 2025 AC 5.4 $6.33 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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