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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Navient Corporation (NAVI) - NASDAQ Next Earnings Date: April 24, 2024 BO
EVR: 2.8
Avg Daily Volume: 723,491    Market Cap: 1.84B
Sector: Financial    Short Interest: 11.81
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 10.75%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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 BO None $0.00 @$15.00 $1.73
($16.10)
10.75% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 31, 2024 BO 2.9 $17.95 @$17.50 $1.55
($17.95)
8.86% -5.79% I -4.06% I $17.22 $0.92
( $17.22 )
-40.65%
Oct. 25, 2023 BO 2.5 $17.11 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 BO 2.5 $19.34 @$20.00
April 26, 2023 BO 2.7 $15.99 @$15.00
Jan. 24, 2023 AC 2.7 $17.38 @$17.50
Oct. 25, 2022 AC 2.6 $15.97 @$15.00
July 26, 2022 AC 2.5 $15.34 @$15.00
April 26, 2022 AC 2.6 $16.60 @$17.50
Jan. 25, 2022 AC 2.4 $18.52 @$17.50

 
 
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