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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
N (NABL) - NYSE Next Earnings Date: OS Estimate: Feb. 20, 2025 BO
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 3.2
Avg Daily Volume: 436,469    Market Cap: 2.44B
Sector: None    Short Interest: 1.31
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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
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 $2.52
($13.24)
20.16% 3.02% I 2.94% I $13.63 $3.70
( $13.63 )
46.83%
May 9, 2024 BO 3.6 $12.67 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 11, 2022 BO 1.6 $10.32 @$10.00
May 12, 2022 BO 1.5 $8.50 @$7.50

 
 
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