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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
OSI Systems (OSIS) - NASDAQ Next Earnings Date: OS Estimate: Jan. 27, 2027 AC
OS Projected Window: Jan. 25, 2027 to Jan. 30, 2027
EVR: 4.0
Avg Daily Volume: 195,852    Market Cap: 3.1B
Sector: Technology    Short Interest: 12.81
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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
Oct. 29, 2026 AC 4.1 $208.17 @$210.00 $21.30
($208.17)
10.14% -5.53% I -4.19% I $199.44 $15.45
( $199.44 )
-27.46%
Aug. 20, 2026 AC 3.8 $218.09 @$220.00 $26.85
($218.09)
12.2% -14.48% O -5.2% I $206.73 $21.45
( $206.73 )
-20.11%
May 4, 2026 AC 3.7 $282.87 @$280.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 29, 2026 AC 3.6 $269.74 @$270.00
Oct. 30, 2025 AC 3.3 $243.82 @$240.00
Aug. 21, 2025 BO 3.1 $223.39 @$220.00
May 1, 2025 BO 3.0 $204.74 @$200.00
Jan. 23, 2025 BO 2.6 $169.01 @$170.00
April 25, 2024 BO 2.4 $139.71 @$140.00
Jan. 25, 2024 BO 2.3 $128.69 @$130.00

 
 
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