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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
OSI Systems (OSIS) - NASDAQ Next Earnings Date: Estimated on Aug. 20, 2026
EVR: 3.8
Avg Daily Volume: 180,586    Market Cap: 3.9B
Sector: Technology    Short Interest: 12.97
Live Interactive Chart
Days to Next Earnings: 10 Days
Implied Move Weekly: 9.37%       Expires on: Aug. 21, 2026
Implied Move Monthly: 13.56%       Expires on: Sept. 18, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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
Aug. 20, 2026 AC None $0.00 @$230.00 $31.55
($232.61)
13.56% -None% -None% $0.00 $0.00
( N/A )
None%
May 4, 2026 AC 3.7 $282.87 @$280.00 $25.45
($282.87)
9.09% -17.8% O -17.01% O $234.74 $46.15
( $234.74 )
81.34%
Jan. 29, 2026 AC 3.6 $269.74 @$270.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 26, 2023 BO 2.4 $112.47 @$110.00

 
 
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