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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Old Second Bancorp (OSBC) - NASDAQ Next Earnings Date: OS Estimate: Jan. 21, 2026 AC
OS Projected Window: Jan. 19, 2026 to Jan. 24, 2026
EVR: 1.7
Avg Daily Volume: 408,434    Market Cap: 977.2M
Sector: Financial    Short Interest: 1.92
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Days to Next Earnings: 85 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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. 22, 2025 AC 1.8 $17.95 @$17.50 $2.02
($17.95)
11.54% -2.89% I -0.5% I $17.86 $1.47
( $17.86 )
-27.23%
July 23, 2025 AC 1.9 $18.60 @$17.50 $1.50
($18.60)
8.57% -4.51% I -4.4% I $17.78 $1.38
( $17.78 )
-8.0%
April 23, 2025 AC 2.0 $15.46 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 22, 2025 AC 1.8 $18.68 @$17.50
July 17, 2024 AC 1.9 $16.77 @$17.50
April 17, 2024 AC 1.8 $13.44 @$12.50
Jan. 24, 2024 AC 1.8 $15.42 @$15.00
Oct. 18, 2023 AC 1.9 $13.54 @$12.50
July 19, 2023 AC 2.0 $14.76 @$15.00
April 19, 2023 AC 2.0 $13.76 @$15.00

 
 
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