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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orion Group Holdings (ORN) - NYSE Next Earnings Date: OS Estimate: March 3, 2027 AC
OS Projected Window: March 1, 2027 to March 6, 2027
EVR: 5.7
Avg Daily Volume: 628,139    Market Cap: 342.4M
Sector: Industrials    Short Interest: 5.27
Live Interactive Chart
Days to Next Earnings: 117 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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. 27, 2026 AC 5.9 $9.15 @$10.00 $1.95
($9.15)
19.5% -9.94% I -9.28% I $8.30 $2.50
( $8.30 )
28.21%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 3, 2026 AC 5.8 $13.41 @$12.50
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

 
 
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