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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nevro Corp. (NVRO) - NYSE Next Earnings Date: OS Estimate: Feb. 19, 2025 AC
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 6.8
Avg Daily Volume: 614,619    Market Cap: 499.74M
Sector: Healthcare    Short Interest: 20.02
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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. 11, 2024 AC 6.3 $5.32 @$5.00 $1.57
($5.32)
31.4% 28.75% I -4.88% I $5.06 $1.07
( $5.06 )
-31.85%
Aug. 6, 2024 AC 4.7 $8.69 @$7.50 $1.85
($8.69)
24.67% -49.59% O -44.41% O $4.83 $3.55
( $4.83 )
91.89%
Feb. 21, 2024 AC 4.6 $16.59 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 1, 2023 AC 4.6 $14.60 @$15.00
Aug. 1, 2023 AC 4.0 $24.67 @$25.00
April 26, 2023 AC 3.8 $34.59 @$35.00
Feb. 16, 2023 AC 3.7 $39.51 @$40.00
Nov. 2, 2022 AC 3.9 $36.70 @$35.00
Aug. 3, 2022 AC 4.1 $47.42 @$45.00
May 4, 2022 AC 4.0 $62.87 @$65.00

 
 
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