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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Netflix (NFLX) - NASDAQ Next Earnings Date: Estimated on Jan. 20, 2026
OS Projected Window: Jan. 19, 2026 to Jan. 24, 2026
EVR: 3.4
Avg Daily Volume: 45,053,809    Market Cap: 467.7B
Sector: Services    Short Interest: 1.43
Live Interactive Chart
Days to Next Earnings: 42 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 73
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. 21, 2025 AC 3.4 $1,241.35 @$1,240.00 $117.27
($1,241.35)
9.46% -10.37% O -10.06% O $1,116.37 $132.10
( $1,116.37 )
12.65%
July 17, 2025 AC 3.5 $1,274.17 @$1,275.00 $116.35
($1,274.17)
9.13% -5.74% I -5.09% I $1,209.24 $90.38
( $1,209.24 )
-22.32%
April 17, 2025 AC 4.2 $973.03 @$975.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 18, 2023 AC 4.2 $346.19 @$345.00
July 19, 2023 AC 4.6 $477.59 @$480.00

 
 
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