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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Old Second Bancorp (OSBC) - NASDAQ Next Earnings Date: OS Estimate: July 24, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 1.9
Avg Daily Volume: 187,291    Market Cap: 607.51M
Sector: Financial    Short Interest: 1.48
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 28
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 20, 2023 AC 2.0 $13.30 @$12.50 $2.23
($13.30)
17.84% -3.98% I -2.93% I $12.91 $1.07
( $12.91 )
-52.02%
July 27, 2022 AC 1.8 $14.86 @$15.00 $0.97
($14.86)
6.47% -10.43% O -4.44% I $14.20 $1.22
( $14.20 )
25.77%
April 27, 2022 AC 1.8 $13.51 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 26, 2022 AC 1.9 $13.56 @$12.50
Oct. 20, 2021 AC 2.2 $13.24 @$12.50
July 21, 2021 AC 2.3 $12.41 @$12.50
April 21, 2021 AC 2.4 $12.70 @$12.50
Jan. 27, 2021 AC 2.5 $9.93 @$10.00
Oct. 21, 2020 AC 2.4 $8.93 @$10.00
July 23, 2020 BO 2.0 $7.79 @$7.50

 
 
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