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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NOV Inc. (NOV) - NYSE Next Earnings Date: OS Estimate: Feb. 5, 2025 AC
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 2.5
Avg Daily Volume: 3,738,312    Market Cap: 7.31B
Sector: Basic Materials    Short Interest: 2.51
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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 AC 2.6 $15.26 @$15.00 $1.32
($15.26)
8.8% 6.02% I 3.01% I $15.72 $1.27
( $15.72 )
-3.79%
July 25, 2024 AC 2.4 $18.67 @$19.00 $1.45
($18.67)
7.63% 12.37% O 6.32% I $19.85 $1.38
( $19.85 )
-4.83%
April 25, 2024 AC 2.5 $18.95 @$19.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 1, 2024 AC 2.3 $19.85 @$20.00
Oct. 26, 2023 AC 2.4 $19.10 @$19.00
July 26, 2023 AC 2.6 $18.85 @$19.00
April 26, 2023 AC 2.5 $18.02 @$18.00
Feb. 6, 2023 AC 2.7 $23.37 @$23.50
Oct. 27, 2022 AC 2.9 $22.62 @$22.50
July 27, 2022 AC 3.0 $15.68 @$15.50

 
 
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