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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
N (NABL) - NYSE Next Earnings Date: OS Estimate: Aug. 8, 2024 BO
OS Projected Window: Aug. 5, 2024 to Aug. 10, 2024
EVR: 2.9
Avg Daily Volume: 570,697    Market Cap: 2.44B
Sector: None    Short Interest: 1.31
Live Interactive Chart
Days to Next Earnings: 66 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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
May 9, 2024 BO 3.1 $12.67 @$12.50 $0.82
($12.67)
6.56% 4.97% I 2.05% I $12.93 $0.85
( $12.93 )
3.66%
Feb. 22, 2024 BO 3.3 $12.81 @$12.50 $1.12
($12.81)
8.96% 4.29% I 0.85% I $12.92 $0.80
( $12.92 )
-28.57%
Nov. 13, 2023 BO 2.9 $13.70 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 10, 2023 BO 2.8 $13.39 @$12.50
May 10, 2023 BO 2.6 $12.69 @$12.50
Feb. 23, 2023 BO 1.9 $10.26 @$10.00
Aug. 11, 2022 BO 1.6 $10.32 @$10.00
May 12, 2022 BO 1.5 $8.50 @$7.50
Feb. 24, 2022 BO 1.1 $10.77 @$10.00
Nov. 9, 2021 BO 0.1 $14.00 @$15.00

 
 
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