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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nasdaq, Inc. (NDAQ) - NASDAQ Next Earnings Date: OS Estimate: Jan. 27, 2021 BO
OS Projected Window: Jan. 26, 2021 to Jan. 31, 2021
EVR: 1.1
Avg Daily Volume: 794,576    Market Cap: 21.43B
Sector: Financial    Short Interest: 1.71
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
Earnings Date 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 Close Price Straddle @Trade Price Return
Oct. 21, 2020 BO $128.99 @$130.00 $9.00
($128.99)
6.92% 3.91% I $132.37 $9.60
( $132.37 )
6.67%
July 22, 2020 BO $131.01 @$130.00 $9.85
($131.01)
7.58% 3.28% I $134.10 $10.43
( $134.10 )
5.89%
April 22, 2020 BO $105.27 @$105.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 29, 2020 BO $111.14 @$110.00
Oct. 23, 2019 BO $97.86 @$97.50
July 24, 2019 BO $100.86 @$100.00
April 24, 2019 BO $89.65 @$90.00
Jan. 30, 2019 BO $85.81 @$85.00
Oct. 24, 2018 BO $81.65 @$82.50
July 25, 2018 BO $95.23 @$95.00

 
 
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