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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nelnet (NNI) - NYSE Next Earnings Date: Estimated on Feb. 27, 2025
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 1.8
Avg Daily Volume: 38,637    Market Cap: 4.0B
Sector: Financial    Short Interest: 0.71
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 3.50%       Expires on: March 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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. 27, 2025 AC None $0.00 @$115.00 $3.95
($112.89)
3.5% -None% I -None% I $0.00 $0.00
( N/A )
None%
Nov. 7, 2024 AC 1.5 $122.72 @$125.00 $10.05
($122.72)
8.04% -10.36% O -8.31% O $112.52 $11.90
( $112.52 )
18.41%
May 9, 2024 AC 1.2 $98.55 @$100.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2024 AC 1.1 $88.73 @$90.00
Nov. 7, 2023 AC 1.2 $87.42 @$85.00
Aug. 7, 2023 AC 1.1 $100.35 @$100.00
May 8, 2023 AC 1.3 $93.94 @$95.00
Feb. 28, 2023 AC 1.4 $93.87 @$95.00
Nov. 7, 2022 AC 1.4 $89.57 @$90.00
Aug. 8, 2022 AC 1.5 $93.33 @$95.00

 
 
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