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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nasdaq (NDAQ) - NASDAQ Next Earnings Date: OS Estimate: Jan. 29, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 1.8
Avg Daily Volume: 2,549,372    Market Cap: 34.81B
Sector: Financial    Short Interest: 1.44
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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
Oct. 24, 2024 BO 1.9 $73.91 @$75.00 $4.28
($73.91)
5.71% 2.25% I 1.79% I $75.24 $3.60
( $75.24 )
-15.89%
July 25, 2024 BO 1.7 $62.73 @$62.50 $3.23
($62.73)
5.17% 8.03% O 7.22% O $67.26 $6.05
( $67.26 )
87.31%
April 25, 2024 BO 1.7 $61.50 @$62.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 31, 2024 BO 1.7 $58.45 @$57.50
Oct. 18, 2023 BO 1.6 $49.93 @$50.00
July 19, 2023 BO 1.7 $51.38 @$50.00
April 19, 2023 BO 1.7 $55.61 @$55.00
Jan. 25, 2023 BO 1.5 $61.92 @$60.00
Oct. 19, 2022 BO 1.5 $57.21 @$55.00
July 20, 2022 BO 1.3 $159.32 @$160.00

 
 
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