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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Natera (NTRA) - NASDAQ Next Earnings Date: OS Estimate: Feb. 26, 2025 AC
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 4.9
Avg Daily Volume: 1,321,619    Market Cap: 10.69B
Sector: None    Short Interest: 6.94
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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. 12, 2024 AC 4.5 $135.12 @$135.00 $22.95
($135.12)
17.0% 24.17% O 19.13% O $160.97 $28.97
( $160.97 )
26.23%
Aug. 8, 2024 AC 4.4 $107.70 @$110.00 $14.65
($107.70)
13.32% 8.99% I 6.37% I $114.57 $7.57
( $114.57 )
-48.33%
May 9, 2024 AC 4.2 $95.55 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 28, 2024 AC 4.0 $76.55 @$75.00
Nov. 8, 2023 AC 3.7 $41.34 @$40.00
Aug. 3, 2023 AC 3.2 $43.40 @$45.00
May 9, 2023 AC 3.6 $53.00 @$55.00
Feb. 28, 2023 AC 3.6 $48.55 @$50.00
Nov. 8, 2022 AC 3.3 $42.44 @$40.00
Aug. 4, 2022 AC 3.5 $50.99 @$50.00

 
 
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