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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Oscar Health (OSCR) - NYSE Next Earnings Date: OS Estimate: Aug. 5, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 5.2
Avg Daily Volume: 7,650,406    Market Cap: 5.0B
Sector: None    Short Interest: 8.79
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
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 6, 2026 BO 5.3 $17.94 @$18.00 $2.38
($17.94)
13.22% 11.87% I 10.59% I $19.84 $2.31
( $19.84 )
-2.94%
Feb. 10, 2026 BO 5.7 $12.66 @$12.50 $1.98
($12.66)
15.84% 13.5% I 1.73% I $12.88 $1.24
( $12.88 )
-37.37%
Nov. 6, 2025 BO 5.9 $17.03 @$17.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2025 BO 6.2 $13.82 @$14.00
May 7, 2025 BO 5.9 $13.07 @$13.00
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

 
 
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