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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
National CineMedia (NCMI) - NASDAQ Next Earnings Date: OS Estimate: May 5, 2025 AC
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 6.7
Avg Daily Volume: 753,085    Market Cap: 495.5M
Sector: Services    Short Interest: 4.85
Live Interactive Chart
Days to Next Earnings: 32 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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 6, 2025 AC 6.5 $6.35 @$7.50 $0.75
($6.35)
10.0% -26.45% O -17.79% O $5.22 $2.27
( $5.22 )
202.67%
Aug. 5, 2024 AC 6.1 $5.28 @$5.00 $0.97
($5.28)
19.4% 23.1% O 19.12% I $6.29 $1.30
( $6.29 )
34.02%
July 30, 2024 AC 6.3 $6.01 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 6, 2024 AC 6.6 $4.83 @$5.00
March 18, 2024 AC 6.3 $4.22 @$5.00
Nov. 7, 2023 AC 6.2 $3.89 @$5.00
Aug. 1, 2023 AC 6.3 $0.37 @$2.50
May 9, 2023 AC 6.4 $0.32 @$2.50
April 13, 2023 BO 5.9 $0.44 @$2.50
Nov. 7, 2022 AC 4.2 $0.43 @$2.50

 
 
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