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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
OSI Systems (OSIS) - NASDAQ Next Earnings Date: OS Estimate: July 25, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 2.0
Avg Daily Volume: 89,241    Market Cap: 2.25B
Sector: None    Short Interest: 2.86
Live Interactive Chart
Implied Move Monthly: 7.46%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
April 25, 2024 BO None $139.71 @$140.00 $10.45
($139.71)
7.46% -9.4% O -3.97% I $134.15 $6.72
( $134.15 )
-35.69%
Jan. 25, 2024 BO 1.9 $128.69 @$130.00 $10.78
($128.69)
8.29% 8.47% O 4.42% I $134.39 $7.55
( $134.39 )
-29.96%
Jan. 26, 2023 BO 1.8 $89.32 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 18, 2022 AC 1.8 $102.15 @$100.00
April 28, 2022 AC 1.9 $76.88 @$75.00
Jan. 27, 2022 BO 1.9 $83.65 @$85.00
Oct. 28, 2021 BO 2.1 $94.78 @$95.00
Aug. 18, 2021 BO 2.3 $98.88 @$100.00
April 29, 2021 BO 2.6 $100.89 @$100.00
Jan. 28, 2021 BO 2.8 $93.60 @$95.00

 
 
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