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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
OneSpan Inc. (OSPN) - NASDAQ Next Earnings Date: OS Estimate: Sept. 23, 2026 AC
OS Projected Window: Sept. 21, 2026 to Sept. 26, 2026
EVR: 5.5
Avg Daily Volume: 399,267    Market Cap: 618.4M
Sector: Technology    Short Interest: 7.81
Live Interactive Chart
Days to Next Earnings: 80 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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. 4, 2026 AC 5.7 $16.21 @$15.00 $2.42
($16.21)
16.13% 14.0% I 0.55% I $16.30 $2.18
( $16.30 )
-9.92%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 30, 2025 AC 6.5 $15.51 @$15.00
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

 
 
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