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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
nCino (NCNO) - NASDAQ Next Earnings Date: OS Estimate: Aug. 28, 2024 AC
OS Projected Window: Aug. 26, 2024 to Aug. 31, 2024
EVR: 4.6
Avg Daily Volume: 1,096,714    Market Cap: 3.91B
Sector: None    Short Interest: 6.36
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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 29, 2024 AC 4.6 $30.15 @$30.00 $3.83
($30.15)
12.77% -5.47% I -0.13% I $30.11 $2.27
( $30.11 )
-40.73%
March 26, 2024 AC 4.1 $30.18 @$30.00 $3.92
($30.18)
13.07% 21.43% O 18.95% O $35.90 $6.05
( $35.90 )
54.34%
Nov. 29, 2023 AC 4.4 $29.98 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 29, 2023 AC 4.5 $29.48 @$30.00
May 31, 2023 AC 4.1 $27.49 @$25.00
March 28, 2023 AC 4.5 $22.36 @$22.50
Nov. 30, 2022 AC 4.9 $26.12 @$25.00
Sept. 1, 2022 AC 4.5 $29.36 @$30.00
June 1, 2022 AC 4.2 $32.01 @$30.00
March 31, 2022 AC 4.1 $40.98 @$45.00

 
 
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