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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
National CineMedia (NCMI) - NASDAQ Next Earnings Date: OS Estimate: Aug. 3, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 5.1
Avg Daily Volume: 361,798    Market Cap: 330.2M
Sector: Services    Short Interest: 7.38
Live Interactive Chart
Days to Next Earnings: 73 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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 12, 2026 AC 5.3 $3.38 @$2.50 $1.05
($3.38)
42.0% -15.38% I -11.83% I $2.98 $0.75
( $2.98 )
-28.57%
May 6, 2026 AC 6.1 $3.58 @$2.50 $1.10
($3.58)
44.0% 4.46% I 3.63% I $3.71 $1.10
( $3.71 )
0.0%
Feb. 26, 2026 AC 6.9 $3.51 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 30, 2025 AC 7.0 $4.04 @$5.00
Aug. 5, 2025 AC 7.7 $4.54 @$5.00
May 6, 2025 AC 7.4 $5.80 @$5.00
March 6, 2025 AC 7.0 $6.35 @$7.50
Nov. 5, 2024 AC None $0.00 @$7.50
Aug. 5, 2024 AC 6.3 $5.28 @$5.00
May 6, 2024 AC 6.6 $4.83 @$5.00

 
 
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