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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NAPCO Security Technologies (NSSC) - NASDAQ Next Earnings Date: Estimated on May 5, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 6.1
Avg Daily Volume: 475,995    Market Cap: 937.0M
Sector: Services    Short Interest: 5.99
Live Interactive Chart
Days to Next Earnings: 34 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 31
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
Feb. 3, 2025 BO 5.5 $36.70 @$35.00 $5.75
($36.70)
16.43% -30.49% O -26.62% O $26.93 $8.32
( $26.93 )
44.7%
May 6, 2024 BO 5.9 $42.47 @$40.00 $6.02
($42.47)
15.05% 6.78% I 6.66% I $45.30 $6.20
( $45.30 )
2.99%
Feb. 5, 2024 BO 5.7 $35.81 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2023 BO 5.1 $18.80 @$20.00
Aug. 29, 2023 BO 5.2 $22.78 @$22.50
May 8, 2023 BO 4.9 $27.38 @$25.00
Feb. 6, 2023 BO 4.8 $31.14 @$30.00
Aug. 29, 2022 BO 4.8 $25.46 @$25.00
May 9, 2022 BO 5.3 $16.55 @$17.50
Feb. 7, 2022 BO 4.8 $20.41 @$20.00

 
 
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