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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
National Vision Holdings (EYE) - NASDAQ Next Earnings Date: OS Estimate: May 7, 2025 BO
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 5.9
Avg Daily Volume: 1,642,449    Market Cap: 958.0M
Sector: None    Short Interest: 6.16
Live Interactive Chart
Days to Next Earnings: 36 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 23
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. 26, 2025 BO 5.4 $11.44 @$12.50 $1.48
($11.44)
11.84% 20.97% O 11.62% I $12.77 $1.15
( $12.77 )
-22.3%
Nov. 6, 2024 BO 5.5 $12.20 @$12.50 $1.65
($12.20)
13.2% -7.37% I -2.54% I $11.89 $0.75
( $11.89 )
-54.55%
Aug. 7, 2024 BO 5.1 $13.96 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2024 BO 5.0 $17.87 @$17.50
Feb. 27, 2024 BO 4.7 $19.96 @$20.00
Nov. 9, 2023 BO 4.3 $16.84 @$17.50
Aug. 10, 2023 BO 4.6 $20.95 @$20.00
May 11, 2023 BO 4.6 $22.73 @$22.50
March 1, 2023 BO 3.6 $37.36 @$35.00
Nov. 10, 2022 BO 3.6 $36.31 @$35.00

 
 
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