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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Netflix (NFLX) - NASDAQ Next Earnings Date: Estimated on July 16, 2026
OS Projected Window: July 13, 2026 to July 18, 2026
EVR: 3.2
Avg Daily Volume: 43,865,534    Market Cap: 389.2B
Sector: Services    Short Interest: 1.85
Live Interactive Chart
Days to Next Earnings: 52 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 75
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 16, 2026 AC 3.2 $107.79 @$108.00 $10.38
($107.79)
9.61% -11.77% O -9.72% O $97.31 $11.71
( $97.31 )
12.81%
Jan. 20, 2026 AC 3.4 $87.26 @$87.00 $9.92
($87.26)
11.4% -6.1% I -2.17% I $85.36 $6.38
( $85.36 )
-35.69%
Oct. 21, 2025 AC 3.4 $1,241.35 @$1,240.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 17, 2025 AC 3.5 $1,274.17 @$1,275.00
April 17, 2025 AC 4.2 $973.03 @$975.00
Jan. 21, 2025 AC 4.4 $869.68 @$870.00
Oct. 17, 2024 AC 4.2 $687.65 @$690.00
July 18, 2024 AC 4.6 $643.04 @$645.00
April 18, 2024 AC 4.7 $610.56 @$610.00
Jan. 23, 2024 AC 4.7 $492.19 @$492.50

 
 
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