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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NatWest Group plc (NWG) - NYSE Next Earnings Date: OS Estimate: May 2, 2025 BO
OS Projected Window: April 28, 2025 to May 3, 2025
EVR: 2.3
Avg Daily Volume: 7,740,056    Market Cap: 49.0B
Sector: None    Short Interest: 0.04
Live Interactive Chart
Days to Next Earnings: 31 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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
Feb. 14, 2025 BO 2.5 $11.10 @$10.00 $1.45
($11.10)
14.5% -3.69% I -2.34% I $10.84 $0.80
( $10.84 )
-44.83%
Oct. 25, 2024 BO 2.6 $9.57 @$10.00 $0.57
($9.57)
5.7% 2.71% I -0.83% I $9.49 $0.62
( $9.49 )
8.77%
July 26, 2024 BO 2.5 $8.82 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 26, 2024 BO 2.4 $7.38 @$7.50
Feb. 16, 2024 BO 2.4 $5.50 @$5.00
Oct. 27, 2023 BO 2.1 $5.08 @$5.00
July 28, 2023 BO 2.1 $6.19 @$5.00
April 28, 2023 BO 2.0 $6.97 @$7.50
Feb. 17, 2023 BO 2.0 $7.45 @$7.50
Oct. 28, 2022 BO 1.7 $5.72 @$5.00

 
 
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