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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Northrop Grumman Corporation (NOC) - NYSE Next Earnings Date: OS Estimate: Jan. 30, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 1.6
Avg Daily Volume: 740,520    Market Cap: 71.82B
Sector: Industrial Goods    Short Interest: 1.29
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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. 24, 2024 BO 1.7 $516.40 @$517.50 $26.75
($516.40)
5.17% 2.82% I 1.4% I $523.68 $22.50
( $523.68 )
-15.89%
July 25, 2024 BO 1.5 $442.12 @$440.00 $23.25
($442.12)
5.28% 6.94% O 6.43% O $470.57 $34.30
( $470.57 )
47.53%
April 25, 2024 BO 1.6 $474.57 @$475.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 25, 2024 BO 1.4 $463.92 @$465.00
Oct. 26, 2023 BO 1.5 $483.26 @$482.50
July 27, 2023 BO 1.4 $457.16 @$457.50
April 27, 2023 BO 1.5 $449.09 @$450.00
Jan. 26, 2023 BO 1.5 $463.29 @$465.00
Oct. 27, 2022 BO 1.5 $530.99 @$530.00
July 28, 2022 BO 1.6 $445.81 @$445.00

 
 
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