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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nabors Industries Ltd. (NBR) - NYSE Next Earnings Date: OS Estimate: July 23, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 3.1
Avg Daily Volume: 231,397    Market Cap: 815.83M
Sector: Basic Materials    Short Interest: 11.6
Live Interactive Chart
Days to Next Earnings: 81 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
April 24, 2024 AC 3.4 $80.13 @$80.00 $9.60
($80.13)
12.0% -7.51% I -4.85% I $76.24 $9.12
( $76.24 )
-5.0%
Feb. 6, 2024 AC None $81.28 @$80.00 $9.45
($81.28)
11.81% -6.49% I -1.18% I $80.32 $6.55
( $80.32 )
-30.69%
Oct. 25, 2023 AC None $113.51 @$115.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 25, 2023 AC None $117.23 @$115.00
April 24, 2023 AC None $120.36 @$120.00
Feb. 7, 2023 AC None $176.18 @$175.00
Aug. 3, 2022 AC 3.5 $133.14 @$135.00
Feb. 8, 2022 AC 3.7 $112.97 @$115.00
April 28, 2021 AC 4.2 $92.00 @$90.00
Feb. 23, 2021 AC 3.9 $88.09 @$90.00

 
 
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