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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Netflix, Inc. (NFLX) - NASDAQ Next Earnings Date: OS Estimate: April 19, 2021 AC
OS Projected Window: April 13, 2021 to April 20, 2021
EVR: 2.9
Avg Daily Volume: 5,137,455    Market Cap: 219.58B
Sector: Services    Short Interest: 2.46
Live Interactive Chart
Days to Next Earnings: 82 Days
Current 7 Day Implied Movement: 5.20%       Theoretical Expires in 7 days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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
Jan. 19, 2021 AC $501.77 @$502.50 $49.75
($501.77)
9.9% 18.23% O $586.34 $89.19
( $586.34 )
79.28%
Oct. 20, 2020 AC $525.42 @$525.00 $68.80
($525.42)
13.1% -7.07% I $489.05 $59.10
( $489.05 )
-14.1%
July 16, 2020 AC $527.39 @$525.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 21, 2020 AC $433.83 @$435.00
Jan. 21, 2020 AC $338.11 @$337.50
Oct. 16, 2019 AC $286.28 @$287.50
July 17, 2019 AC $362.44 @$362.50
April 16, 2019 AC $359.46 @$360.00
Jan. 17, 2019 AC $353.19 @$352.50
Oct. 16, 2018 AC $346.40 @$347.50

 
 
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