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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Novo Nordisk A/S (NVO) - NYSE Next Earnings Date: OS Estimate: Jan. 30, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 1.8
Avg Daily Volume: 5,651,264    Market Cap: 562.30B
Sector: Healthcare    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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. 6, 2024 BO 1.8 $110.13 @$110.00 $8.43
($110.13)
7.66% -4.63% I -4.33% I $105.36 $6.00
( $105.36 )
-28.83%
Aug. 7, 2024 BO 1.6 $130.12 @$130.00 $10.40
($130.12)
8.0% -8.69% O -8.36% O $119.23 $11.72
( $119.23 )
12.69%
May 2, 2024 BO 1.5 $129.21 @$129.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 31, 2024 BO 1.5 $109.02 @$109.00
Nov. 2, 2023 BO 1.5 $97.68 @$97.50
Aug. 10, 2023 BO 1.5 $187.59 @$187.50
May 4, 2023 BO 1.4 $167.77 @$170.00
Feb. 1, 2023 BO 1.5 $138.78 @$140.00
Nov. 2, 2022 BO 1.3 $106.43 @$105.00
Aug. 4, 2022 BO 1.1 $99.91 @$100.00

 
 
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