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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Novartis AG (NVS) - NYSE Next Earnings Date: OS Estimate: Jan. 28, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 1.3
Avg Daily Volume: 1,225,129    Market Cap: 195.10B
Sector: Healthcare    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 70 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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. 29, 2024 BO 1.3 $115.63 @$115.00 $5.22
($115.63)
4.54% -5.03% O -4.41% I $110.53 $4.40
( $110.53 )
-15.71%
July 18, 2024 BO 1.2 $111.80 @$110.00 $6.00
($111.80)
5.45% -4.58% I -4.09% I $107.22 $4.65
( $107.22 )
-22.5%
April 23, 2024 BO 1.2 $95.12 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 31, 2024 BO 1.1 $107.75 @$110.00
Oct. 24, 2023 BO 1.2 $94.69 @$95.00
July 18, 2023 BO 1.1 $93.62 @$100.00
April 25, 2023 BO 1.0 $95.19 @$100.00
Feb. 1, 2023 BO 0.9 $85.75 @$90.00
Oct. 25, 2022 BO 0.9 $73.53 @$77.50
July 19, 2022 BO 0.9 $78.26 @$82.50

 
 
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