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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Northern Trust Corporation (NTRS) - NASDAQ Next Earnings Date: OS Estimate: Jan. 21, 2025 BO
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 2.8
Avg Daily Volume: 1,253,219    Market Cap: 16.96B
Sector: Financial    Short Interest: 1.35
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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. 23, 2024 BO 2.8 $95.79 @$95.00 $6.53
($95.79)
6.87% 8.83% O 7.01% O $102.51 $8.92
( $102.51 )
36.6%
July 17, 2024 BO 2.7 $90.76 @$90.00 $5.78
($90.76)
6.42% -8.51% O -5.06% I $86.16 $5.35
( $86.16 )
-7.44%
April 16, 2024 BO 2.8 $83.71 @$82.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 18, 2024 BO 2.9 $82.94 @$82.50
Oct. 18, 2023 BO 2.7 $70.61 @$70.00
July 19, 2023 BO 2.3 $71.70 @$72.50
April 25, 2023 BO 2.1 $86.13 @$85.00
Jan. 19, 2023 BO 1.9 $98.97 @$100.00
Oct. 19, 2022 BO 1.6 $87.61 @$87.50
July 20, 2022 BO 1.6 $101.22 @$100.00

 
 
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