Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
OneSpan Inc. (OSPN) - NASDAQ Next Earnings Date: OS Estimate: July 8, 2026 AC
OS Projected Window: July 6, 2026 to July 11, 2026
EVR: 5.7
Avg Daily Volume: 521,209    Market Cap: 424.9M
Sector: Technology    Short Interest: 5.87
Live Interactive Chart
Days to Next Earnings: 40 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 29
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 30, 2026 AC 6.2 $11.58 @$12.50 $2.08
($11.58)
16.64% -6.13% I -0.34% I $11.54 $1.77
( $11.54 )
-14.9%
Feb. 26, 2026 AC 6.7 $11.37 @$12.50 $1.85
($11.37)
14.8% -5.54% I -2.9% I $11.04 $1.55
( $11.04 )
-16.22%
Oct. 30, 2025 AC 6.5 $15.51 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2025 AC 6.9 $14.32 @$15.00
May 1, 2025 AC 7.3 $14.66 @$15.00
Feb. 27, 2025 AC 7.4 $16.22 @$15.00
May 2, 2024 AC 6.7 $10.95 @$10.00
March 6, 2024 AC 6.3 $9.58 @$10.00
Nov. 8, 2023 AC 6.2 $8.46 @$7.50
Aug. 9, 2023 AC 5.8 $13.33 @$12.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US