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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
OraSure Technologies (OSUR) - NASDAQ Next Earnings Date: OS Estimate: May 8, 2024 AC
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 5.8
Avg Daily Volume: 1,150,435    Market Cap: 492.96M
Sector: None    Short Interest: 6.79
Live Interactive Chart
Days to Next Earnings: 40 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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
Feb. 27, 2024 AC 6.2 $7.03 @$7.50 $0.88
($7.03)
11.73% 14.36% O 9.95% I $7.73 $0.72
( $7.73 )
-18.18%
Nov. 7, 2023 AC 6.6 $5.75 @$5.00 $2.12
($5.75)
42.4% -10.95% I 2.95% I $5.92 $0.97
( $5.92 )
-54.25%
Aug. 3, 2023 AC 5.5 $4.49 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 10, 2023 AC 5.7 $7.05 @$7.50
Feb. 14, 2023 AC None $4.93 @$5.00
Nov. 8, 2022 AC 5.6 $4.26 @$5.00
Aug. 9, 2022 AC 4.3 $3.19 @$2.50
May 10, 2022 AC 4.4 $5.27 @$5.00
Feb. 23, 2022 AC 4.9 $7.51 @$7.50
Nov. 3, 2021 AC 5.4 $11.14 @$10.00

 
 
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