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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
OSI Systems (OSIS) - NASDAQ Next Earnings Date: OS Estimate: July 23, 2026 AC
OS Projected Window: July 20, 2026 to July 25, 2026
EVR: 3.8
Avg Daily Volume: 304,439    Market Cap: 4.8B
Sector: None    Short Interest: 12.53
Live Interactive Chart
Days to Next Earnings: 72 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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 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 $27.70
($269.74)
10.26% -7.99% I -7.26% I $250.14 $26.17
( $250.14 )
-5.52%
Oct. 30, 2025 AC 3.3 $243.82 @$240.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 24, 2023 BO 1.9 $120.17 @$120.00

 
 
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