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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
OSI Systems (OSIS) - NASDAQ Next Earnings Date: OS Estimate: Dec. 3, 2025 BO
OS Projected Window: Dec. 1, 2025 to Dec. 6, 2025
EVR: 3.3
Avg Daily Volume: 188,303    Market Cap: 3.9B
Sector: None    Short Interest: 12.42
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 57
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. 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 $21.75
($204.74)
10.88% 10.62% I 9.56% I $224.33 $25.95
( $224.33 )
19.31%
Jan. 23, 2025 BO 2.6 $169.01 @$170.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 18, 2022 AC 1.8 $102.15 @$100.00

 
 
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