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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nova Ltd. (NVMI) - NASDAQ Next Earnings Date: OS Estimate: Feb. 13, 2025 BO
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 2.5
Avg Daily Volume: 259,651    Market Cap: 5.33B
Sector: Technology    Short Interest: 4.74
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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. 7, 2024 BO 2.3 $191.31 @$190.00 $16.00
($191.31)
8.42% 8.42% I 7.87% I $206.37 $17.52
( $206.37 )
9.5%
May 9, 2024 BO 2.1 $181.12 @$180.00 $13.85
($181.12)
7.69% 9.71% O 6.63% I $193.14 $16.18
( $193.14 )
16.82%
Feb. 15, 2024 BO 2.0 $157.43 @$155.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 9, 2023 BO 1.9 $101.59 @$100.00
Aug. 3, 2023 BO 1.8 $121.50 @$120.00
May 11, 2023 BO 1.9 $91.27 @$90.00
Feb. 15, 2023 BO 2.1 $91.12 @$90.00
Aug. 4, 2022 BO 2.1 $106.73 @$105.00
May 12, 2022 BO 2.0 $91.45 @$90.00
Feb. 24, 2022 BO 1.9 $108.63 @$110.00

 
 
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