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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Norfolk Southern Corporation (NSC) - NYSE Next Earnings Date: OS Estimate: Jan. 22, 2025 BO
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 1.9
Avg Daily Volume: 1,229,906    Market Cap: 51.50B
Sector: Services    Short Interest: 1.02
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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. 22, 2024 BO 1.8 $248.16 @$247.50 $16.20
($248.16)
6.55% 5.85% I 4.94% I $260.43 $17.40
( $260.43 )
7.41%
July 25, 2024 AC 1.5 $222.90 @$225.00 $15.65
($222.90)
6.96% 12.12% O 10.91% O $247.22 $23.12
( $247.22 )
47.73%
April 24, 2024 BO 1.4 $245.03 @$245.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 26, 2022 BO 1.3 $215.77 @$215.00
July 27, 2022 BO 1.4 $244.61 @$245.00

 
 
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