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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Norfolk Southern Corporation (NSC) - NYSE Next Earnings Date: OS Estimate: April 23, 2025 BO
OS Projected Window: April 21, 2025 to April 26, 2025
EVR: 2.0
Avg Daily Volume: 1,285,963    Market Cap: 54.8B
Sector: Services    Short Interest: 1.12
Live Interactive Chart
Days to Next Earnings: 22 Days
Implied Move Weekly: 5.71%       Expires on: April 25, 2025
Implied Move Monthly: 7.50%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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
April 23, 2025 BO None $0.00 @$240.00 $17.75
($236.61)
7.5% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 29, 2025 BO 1.9 $252.32 @$252.50 $14.20
($252.32)
5.62% 7.01% O 1.75% I $256.74 $11.50
( $256.74 )
-19.01%
Oct. 22, 2024 BO 1.8 $248.16 @$247.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 25, 2024 AC 1.5 $222.90 @$225.00
April 24, 2024 BO 1.4 $245.03 @$245.00
Jan. 26, 2024 BO 1.4 $237.85 @$237.50
Oct. 25, 2023 BO 1.3 $196.24 @$195.00
July 27, 2023 BO 1.3 $236.93 @$237.50
April 26, 2023 BO 1.4 $207.12 @$207.50
Jan. 25, 2023 BO 1.3 $255.88 @$255.00

 
 
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