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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Netflix (NFLX) - NASDAQ Next Earnings Date: Estimate: Jan. 23, 2025 AC
EVR: 4.4
Avg Daily Volume: 3,681,062    Market Cap: 262.20B
Sector: Services    Short Interest: 1.85
Live Interactive Chart
Days to Next Earnings: 64 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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. 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 $71.53
($643.04)
11.09% 5.58% I -1.5% I $633.34 $41.80
( $633.34 )
-41.56%
April 18, 2024 AC 4.7 $610.56 @$610.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 19, 2022 AC 4.5 $201.63 @$202.50

 
 
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