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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Oscar Health (OSCR) - NYSE Next Earnings Date: Estimated on Feb. 3, 2026
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 5.7
Avg Daily Volume: 11,442,413    Market Cap: 4.6B
Sector: None    Short Interest: 14.85
Live Interactive Chart
Days to Next Earnings: 40 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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
Nov. 6, 2025 BO 5.9 $17.03 @$17.00 $3.10
($17.03)
18.24% 12.09% I -2.75% I $16.56 $2.50
( $16.56 )
-19.35%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 4, 2025 AC 6.4 $15.28 @$15.00
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

 
 
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