Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Netflix (NFLX) - NASDAQ Next Earnings Date: OS Estimate: July 16, 2024 AC
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 4.6
Avg Daily Volume: 3,856,688    Market Cap: 262.20B
Sector: Services    Short Interest: 1.85
Live Interactive Chart
Days to Next Earnings: 82 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
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
April 18, 2024 AC 4.7 $610.56 @$610.00 $70.32
($610.56)
11.53% -9.56% I -9.09% I $555.04 $61.88
( $555.04 )
-12.0%
Jan. 23, 2024 AC 4.7 $492.19 @$492.50 $48.52
($492.19)
9.85% 14.28% O 10.7% O $544.87 $57.08
( $544.87 )
17.64%
Oct. 18, 2023 AC 4.2 $346.19 @$345.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 19, 2023 AC 4.6 $477.59 @$480.00
April 18, 2023 AC 5.0 $333.70 @$335.00
Jan. 19, 2023 AC 4.9 $315.78 @$315.00
Oct. 18, 2022 AC 4.5 $240.86 @$240.00
July 19, 2022 AC 4.5 $201.63 @$202.50
April 19, 2022 AC 3.3 $348.61 @$347.50
Jan. 20, 2022 AC 2.6 $508.25 @$510.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US