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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NiSource Inc (NI) - NYSE Next Earnings Date: OS Estimate: May 7, 2025 BO
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 0.9
Avg Daily Volume: 5,148,716    Market Cap: 18.1B
Sector: Utilities    Short Interest: 1.91
Live Interactive Chart
Days to Next Earnings: 36 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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
Feb. 12, 2025 BO 1.0 $38.43 @$40.00 $1.45
($38.43)
3.62% -2.23% I 0.96% I $38.80 $1.67
( $38.80 )
15.17%
Oct. 30, 2024 BO 1.0 $34.42 @$35.00 $1.52
($34.42)
4.34% 2.96% I 2.06% I $35.13 $1.32
( $35.13 )
-13.16%
Aug. 7, 2024 BO 1.0 $30.94 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2024 BO 1.0 $29.05 @$30.00
Feb. 21, 2024 BO 1.1 $26.02 @$25.00
Nov. 1, 2023 BO 1.2 $25.16 @$25.00
Aug. 2, 2023 BO 1.2 $27.48 @$25.00
May 3, 2023 BO 1.3 $27.91 @$30.00
Feb. 22, 2023 BO 1.3 $26.95 @$25.00
Nov. 7, 2022 BO 1.1 $25.89 @$25.00

 
 
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