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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nasdaq (NDAQ) - NASDAQ Next Earnings Date: OS Estimate: Oct. 22, 2025 BO
OS Projected Window: Oct. 20, 2025 to Oct. 25, 2025
EVR: 1.8
Avg Daily Volume: 3,560,569    Market Cap: 51.3B
Sector: Financial    Short Interest: 1.15
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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
July 24, 2025 BO 1.7 $88.28 @$87.50 $4.35
($88.28)
4.97% 8.16% O 5.91% O $93.50 $6.90
( $93.50 )
58.62%
April 24, 2025 BO 1.8 $73.50 @$72.50 $5.18
($73.50)
7.14% -2.06% I 1.68% I $74.74 $5.17
( $74.74 )
-0.19%
Jan. 29, 2025 BO 1.8 $81.19 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 24, 2024 BO 1.9 $73.91 @$75.00
July 25, 2024 BO 1.7 $62.73 @$62.50
April 25, 2024 BO 1.7 $61.50 @$62.50
Jan. 31, 2024 BO 1.7 $58.45 @$57.50
Oct. 18, 2023 BO 1.6 $49.93 @$50.00
July 19, 2023 BO 1.7 $51.38 @$50.00
April 19, 2023 BO 1.7 $55.61 @$55.00

 
 
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