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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nomad Foods Limited (NOMD) - NYSE Next Earnings Date: OS Estimate: Feb. 27, 2025 BO
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 2.4
Avg Daily Volume: 676,051    Market Cap: 3.23B
Sector: None    Short Interest: 2.05
Live Interactive Chart
Days to Next Earnings: 97 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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. 14, 2024 BO 2.2 $16.25 @$15.00 $1.48
($16.25)
9.87% 8.67% I 3.19% I $16.77 $2.90
( $16.77 )
95.95%
Aug. 7, 2024 BO 2.4 $18.50 @$17.50 $1.43
($18.50)
8.17% -3.35% I 0.59% I $18.61 $2.05
( $18.61 )
43.36%
May 9, 2024 BO 2.3 $17.85 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 29, 2024 BO 2.3 $18.40 @$17.50
Nov. 9, 2023 BO 2.0 $14.24 @$15.00
Aug. 9, 2023 BO 2.1 $17.84 @$17.50
May 10, 2023 BO 2.1 $19.63 @$20.00
Feb. 23, 2023 BO 1.7 $17.49 @$17.50
Nov. 9, 2022 BO 1.9 $15.81 @$15.00
Aug. 10, 2022 BO 1.9 $18.13 @$17.50

 
 
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