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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
National CineMedia (NCMI) - NASDAQ Next Earnings Date: OS Estimate: Nov. 18, 2025 AC
OS Projected Window: Nov. 17, 2025 to Nov. 22, 2025
EVR: 6.9
Avg Daily Volume: 497,058    Market Cap: 397.4M
Sector: Services    Short Interest: 8.14
Live Interactive Chart
Days to Next Earnings: 14 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
Oct. 30, 2025 AC 7.0 $4.04 @$5.00 $1.00
($4.04)
20.0% 12.87% I 9.4% I $4.42 $1.05
( $4.42 )
5.0%
Aug. 5, 2025 AC 7.7 $4.54 @$5.00 $0.72
($4.54)
14.4% 8.14% I 3.3% I $4.69 $0.40
( $4.69 )
-44.44%
May 6, 2025 AC 7.4 $5.80 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
March 18, 2024 AC 6.3 $4.22 @$5.00
Nov. 7, 2023 AC 6.2 $3.89 @$5.00
Aug. 1, 2023 AC 6.3 $0.37 @$2.50

 
 
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