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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nike (NKE) - NYSE Next Earnings Date: OS Estimate: June 25, 2025 AC
OS Projected Window: June 23, 2025 to June 28, 2025
EVR: 3.3
Avg Daily Volume: 16,608,342    Market Cap: 116.2B
Sector: Consumer Goods    Short Interest: 2.27
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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
March 20, 2025 AC 3.4 $71.86 @$72.50 $7.25
($71.86)
10.0% -9.3% I -5.45% I $67.94 $5.87
( $67.94 )
-19.03%
Dec. 19, 2024 AC 3.7 $77.10 @$77.50 $8.47
($77.10)
10.93% -2.9% I -0.2% I $76.94 $4.42
( $76.94 )
-47.82%
Oct. 1, 2024 AC 3.6 $89.13 @$89.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 27, 2024 AC 3.2 $94.19 @$94.00
March 21, 2024 AC 3.2 $100.82 @$101.00
Dec. 21, 2023 AC 3.1 $122.53 @$123.00
Sept. 28, 2023 AC 3.1 $89.63 @$90.00
June 29, 2023 AC 3.3 $113.37 @$113.00
March 21, 2023 AC 3.5 $125.61 @$126.00
Dec. 20, 2022 AC 3.1 $103.21 @$103.00

 
 
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