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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
OSI Systems (OSIS) - NASDAQ Next Earnings Date: Estimated on Oct. 30, 2025
OS Projected Window: Dec. 1, 2025 to Dec. 6, 2025
EVR: 3.3
Avg Daily Volume: 141,188    Market Cap: 4.1B
Sector: None    Short Interest: 12.0
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 10.15%       Expires on: Nov. 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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. 30, 2025 AC None $0.00 @$250.00 $25.50
($251.11)
10.15% -None% I -None% I $0.00 $0.00
( N/A )
None%
Aug. 21, 2025 BO 3.1 $223.39 @$220.00 $24.15
($223.39)
10.98% -8.67% I -2.46% I $217.89 $15.25
( $217.89 )
-36.85%
May 1, 2025 BO 3.0 $204.74 @$200.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 24, 2023 BO 1.9 $120.17 @$120.00
April 27, 2023 BO 1.9 $102.47 @$100.00
Jan. 26, 2023 BO 1.8 $89.32 @$90.00

 
 
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