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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Octave Specialty Group (OSG) - NYSE Next Earnings Date: OS Estimate: July 9, 2026 AC
OS Projected Window: July 6, 2026 to July 11, 2026
EVR: 3.5
Avg Daily Volume: 826,631    Market Cap: 206.6M
Sector: None    Short Interest: 5.53
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 33
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 AC 1.9 $4.22 @$4.00 $0.55
($4.22)
13.75% 46.44% O 43.36% O $6.05 $1.88
( $6.05 )
241.82%
Feb. 23, 2026 AC 1.6 $5.64 @$6.00 $1.00
($5.64)
16.67% -11.7% I -9.75% I $5.09 $1.00
( $5.09 )
0.0%
May 10, 2024 BO 1.6 $6.86 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 11, 2024 BO 1.6 $6.02 @$5.00
Nov. 6, 2023 BO 1.6 $4.87 @$5.00
Aug. 7, 2023 BO 1.6 $3.99 @$5.00
May 8, 2023 BO 1.8 $3.92 @$5.00
March 9, 2023 BO 1.9 $3.68 @$2.50
Aug. 8, 2022 BO 2.3 $2.59 @$2.50
May 9, 2022 BO 2.3 $2.17 @$2.50

 
 
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