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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Oscar Health (OSCR) - NYSE Next Earnings Date: OS Estimate: Aug. 6, 2025 BO
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 6.2
Avg Daily Volume: 6,936,221    Market Cap: 4.3B
Sector: None    Short Interest: 6.88
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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
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 $4.12
($15.28)
27.47% -7.65% I 3.07% I $15.75 $2.08
( $15.75 )
-49.51%
Nov. 7, 2024 BO 6.8 $15.55 @$16.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 9, 2023 AC 6.2 $3.80 @$5.00

 
 
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