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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Navient Corporation (NAVI) - NASDAQ Next Earnings Date: OS Estimate: April 22, 2025 BO
OS Projected Window: April 21, 2025 to April 26, 2025
EVR: 2.6
Avg Daily Volume: 752,172    Market Cap: 1.5B
Sector: Financial    Short Interest: 7.42
Live Interactive Chart
Days to Next Earnings: 21 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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
Jan. 29, 2025 BO 2.9 $14.75 @$15.00 $1.23
($14.75)
8.2% -6.23% I -3.25% I $14.27 $1.15
( $14.27 )
-6.5%
Oct. 30, 2024 BO 2.9 $15.14 @$15.00 $1.33
($15.14)
8.87% 6.67% I 0.33% I $15.19 $1.05
( $15.19 )
-21.05%
July 24, 2024 BO 2.8 $15.54 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 24, 2024 BO 2.8 $16.60 @$17.50
Jan. 31, 2024 BO 2.9 $17.95 @$17.50
Oct. 25, 2023 BO 2.5 $17.11 @$17.50
July 26, 2023 BO 2.5 $19.34 @$20.00
April 26, 2023 BO 2.7 $15.99 @$15.00
Jan. 24, 2023 AC 2.7 $17.38 @$17.50
Oct. 25, 2022 AC 2.6 $15.97 @$15.00

 
 
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