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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NRG Energy (NRG) - NYSE Next Earnings Date: OS Estimate: Feb. 27, 2025 BO
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 2.1
Avg Daily Volume: 2,652,342    Market Cap: 15.06B
Sector: Utilities    Short Interest: 9.31
Live Interactive Chart
Days to Next Earnings: 97 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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. 8, 2024 BO 2.1 $96.40 @$95.00 $7.90
($96.40)
8.32% 6.68% I -0.26% I $96.14 $3.90
( $96.14 )
-50.63%
Aug. 8, 2024 BO 2.1 $72.07 @$70.00 $5.97
($72.07)
8.53% 9.13% O 8.18% I $77.97 $8.90
( $77.97 )
49.08%
May 7, 2024 BO 2.0 $77.89 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 28, 2024 BO 2.0 $54.04 @$55.00
Nov. 2, 2023 BO 2.0 $43.86 @$44.00
Aug. 8, 2023 BO 2.1 $37.52 @$38.00
May 4, 2023 BO 1.9 $33.44 @$33.00
Feb. 16, 2023 BO 1.9 $35.83 @$36.00
Nov. 7, 2022 BO 2.0 $44.35 @$44.00
Aug. 4, 2022 BO 1.8 $37.37 @$37.00

 
 
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