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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
National Grid Transco (NGG) - NYSE Next Earnings Date: N/A
EVR: 0.4
Avg Daily Volume: 510,434    Market Cap: 48.11B
Sector: Utilities    Short Interest: None
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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
Nov. 7, 2024 AC 0.5 $64.30 @$65.00 $1.65
($64.30)
2.54% -1.15% I -0.55% I $63.94 $1.75
( $63.94 )
6.06%
May 23, 2024 AC 0.5 $61.72 @$60.00 $3.45
($61.72)
5.75% -2.13% I -1.66% I $60.69 $4.65
( $60.69 )
34.78%
Nov. 9, 2023 AC 0.5 $60.47 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 18, 2023 AC 0.6 $69.22 @$70.00
May 19, 2022 AC 0.7 $75.95 @$75.00
Nov. 18, 2021 AC 0.8 $66.17 @$65.00
May 20, 2021 AC 0.9 $67.28 @$65.00
Nov. 12, 2020 AC 0.9 $62.35 @$60.00
June 18, 2020 BO 1.0 $59.25 @$60.00
Nov. 14, 2019 BO 0.9 $56.99 @$55.00

 
 
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