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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Inari Medical (NARI) - NASDAQ Next Earnings Date: OS Estimate: July 30, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 5.3
Avg Daily Volume: 1,585,859    Market Cap: 3.29B
Sector: None    Short Interest: 10.74
Live Interactive Chart
Days to Next Earnings: 74 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
April 30, 2024 AC 4.7 $37.34 @$35.00 $7.15
($37.34)
20.43% 21.61% O 11.4% I $41.60 $7.40
( $41.60 )
3.5%
Feb. 28, 2024 AC 4.3 $58.26 @$60.00 $7.78
($58.26)
12.97% -22.45% O -20.83% O $46.12 $13.93
( $46.12 )
79.05%
Nov. 1, 2023 AC 4.0 $61.41 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 AC 3.6 $55.60 @$55.00
May 3, 2023 AC 3.9 $62.93 @$65.00
Feb. 27, 2023 AC 4.2 $57.36 @$55.00
Nov. 2, 2022 AC 4.5 $73.53 @$75.00
Aug. 3, 2022 AC 4.7 $81.68 @$80.00
May 4, 2022 AC 4.6 $83.38 @$85.00
Feb. 23, 2022 AC 4.5 $76.00 @$75.00

 
 
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