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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Oscar Health (OSCR) - NYSE Next Earnings Date: OS Estimate: Nov. 5, 2025 BO
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 5.9
Avg Daily Volume: 23,795,977    Market Cap: 4.3B
Sector: None    Short Interest: 23.24
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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
Aug. 6, 2025 BO 6.2 $13.82 @$14.00 $1.98
($13.82)
14.14% -5.86% I 3.76% I $14.34 $1.40
( $14.34 )
-29.29%
May 7, 2025 BO 5.9 $13.07 @$13.00 $2.22
($13.07)
17.08% 33.12% O 30.22% O $17.02 $4.17
( $17.02 )
87.84%
Feb. 4, 2025 AC 6.4 $15.28 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 7, 2024 BO 6.8 $15.55 @$16.00
Aug. 7, 2024 BO 6.8 $17.23 @$17.50
May 7, 2024 BO 7.3 $18.97 @$19.00
Feb. 7, 2024 AC 7.0 $13.41 @$12.50
Nov. 7, 2023 BO 6.8 $5.71 @$5.00
Aug. 8, 2023 AC 6.6 $7.13 @$7.50
May 9, 2023 AC 6.9 $7.14 @$7.50

 
 
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