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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Netflix (NFLX) - NASDAQ Next Earnings Date: Jan. 21, 2025 AC
EVR: 4.4
Avg Daily Volume: 2,794,760    Market Cap: 262.20B
Sector: Services    Short Interest: 1.85
Live Interactive Chart
Days to Next Earnings: 7 Days
Implied Move Weekly: 9.12%       Expires on: Jan. 24, 2025
Implied Move Monthly: 11.13%       Expires on: Feb. 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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. 21, 2025 AC None $0.00 @$830.00 $92.22
($828.40)
11.13% -None% I -None% I $0.00 $0.00
( N/A )
None%
Oct. 17, 2024 AC 4.2 $687.65 @$690.00 $66.65
($687.65)
9.66% 11.43% O 11.08% O $763.89 $82.15
( $763.89 )
23.26%
July 18, 2024 AC 4.6 $643.04 @$645.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 18, 2024 AC 4.7 $610.56 @$610.00
Jan. 23, 2024 AC 4.7 $492.19 @$492.50
Oct. 18, 2023 AC 4.2 $346.19 @$345.00
July 19, 2023 AC 4.6 $477.59 @$480.00
April 18, 2023 AC 5.0 $333.70 @$335.00
Jan. 19, 2023 AC 4.9 $315.78 @$315.00
Oct. 18, 2022 AC 4.5 $240.86 @$240.00

 
 
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