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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NNN REIT (NNN) - NYSE Next Earnings Date: OS Estimate: Feb. 12, 2025 BO
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 1.1
Avg Daily Volume: 1,274,453    Market Cap: 7.57B
Sector: Financial    Short Interest: 3.22
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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
Oct. 31, 2024 BO 1.0 $45.98 @$45.00 $3.00
($45.98)
6.67% -5.63% I -5.52% I $43.44 $2.10
( $43.44 )
-30.0%
May 1, 2024 BO 1.0 $40.53 @$40.00 $3.15
($40.53)
7.88% 2.36% I 0.39% I $40.69 $2.45
( $40.69 )
-22.22%
Feb. 8, 2024 BO 1.0 $39.98 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 1, 2023 BO 1.0 $36.33 @$35.00
Aug. 2, 2023 BO 0.9 $42.44 @$40.00
May 2, 2023 BO 1.1 $43.26 @$45.00
Feb. 9, 2023 BO 1.1 $46.95 @$45.00
Aug. 3, 2022 BO 1.1 $46.78 @$45.00
May 3, 2022 BO 1.0 $42.82 @$45.00
Feb. 9, 2022 BO 1.0 $42.90 @$45.00

 
 
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