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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nomura Holdings Inc ADR (NMR) - NYSE Next Earnings Date: OS Estimate: Jan. 29, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 2.0
Avg Daily Volume: 742,207    Market Cap: 18.63B
Sector: Financial    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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. 1, 2024 BO 2.3 $5.18 @$5.00 $0.42
($5.18)
8.4% 4.05% I 1.35% I $5.25 $0.50
( $5.25 )
19.05%
July 30, 2024 BO 2.2 $5.85 @$5.00 $0.98
($5.85)
19.6% 5.64% I 2.39% I $5.99 $0.55
( $5.99 )
-43.88%
April 26, 2024 BO 2.3 $5.81 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 31, 2024 BO 2.1 $5.21 @$5.00
Oct. 27, 2023 BO 2.1 $3.78 @$5.00
Aug. 1, 2023 BO 2.0 $4.18 @$5.00
April 26, 2023 BO 2.0 $3.86 @$5.00
Feb. 1, 2023 BO 2.1 $4.04 @$5.00
Nov. 2, 2022 BO 2.0 $3.29 @$2.50
Aug. 3, 2022 BO 1.8 $3.77 @$5.00

 
 
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