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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nabors Industries Ltd. (NBR) - NYSE Next Earnings Date: OS Estimate: July 30, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 3.4
Avg Daily Volume: 244,698    Market Cap: 815.83M
Sector: Basic Materials    Short Interest: 11.6
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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 None $80.13 @$80.00 $9.60
($80.13)
12.0% -7.51% I -4.85% I $76.24 $9.12
( $76.24 )
-5.0%
Aug. 3, 2022 AC 3.5 $133.14 @$135.00 $18.55
($133.14)
13.74% -13.36% I -13.14% I $115.64 $20.50
( $115.64 )
10.51%
Feb. 8, 2022 AC 3.7 $112.97 @$115.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 28, 2021 AC 4.2 $92.00 @$90.00
Feb. 23, 2021 AC 3.9 $88.09 @$90.00
Oct. 29, 2020 BO 4.5 $26.21 @$25.00
July 28, 2020 AC 4.3 $41.55 @$40.00
May 5, 2020 AC 4.3 $12.22 @$12.00
Feb. 20, 2020 AC 4.3 $2.33 @$2.50
Oct. 29, 2019 AC 3.7 $1.79 @$2.00

 
 
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