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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
N (NABL) - NYSE Next Earnings Date: OS Estimate: May 8, 2025 BO
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 3.8
Avg Daily Volume: 1,212,778    Market Cap: 1.4B
Sector: None    Short Interest: 0.57
Live Interactive Chart
Days to Next Earnings: 37 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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
March 3, 2025 BO 3.2 $10.03 @$10.00 $0.85
($10.03)
8.5% -29.51% O -28.21% O $7.20 $3.32
( $7.20 )
290.59%
Nov. 7, 2024 BO 3.3 $12.72 @$12.50 $0.60
($12.72)
4.8% -7.15% O -5.97% O $11.96 $0.38
( $11.96 )
-36.67%
Aug. 8, 2024 BO 3.4 $13.24 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2024 BO 3.6 $12.67 @$12.50
Feb. 22, 2024 BO 4.0 $12.81 @$12.50
Nov. 13, 2023 BO 3.7 $13.70 @$12.50
Aug. 10, 2023 BO 3.7 $13.39 @$12.50
May 10, 2023 BO 3.7 $12.69 @$12.50
Feb. 23, 2023 BO 3.2 $10.26 @$10.00
Nov. 10, 2022 BO 1.9 $9.69 @$10.00

 
 
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