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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
National Grid Transco (NGG) - NYSE Next Earnings Date: OS Estimate: Nov. 10, 2022 AC
OS Projected Window: Nov. 7, 2022 to Nov. 12, 2022
EVR: 0.6
Avg Daily Volume: 418,610    Market Cap: 45.94B
Sector: Utilities    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 132 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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 Closing Move I/O Close Price Straddle @Trade Price Return
May 19, 2022 AC $75.95 @$75.00 $2.25
($76.54)
2.94% -0.77% I 0.34% I $76.21 $0.00
( N/A )
None%
Nov. 18, 2021 AC $66.17 @$65.00 $1.18
($65.01)
1.82% 0.25% I 0.09% I $66.23 $1.20
( $65.07 )
1.69%
May 20, 2021 AC $67.28 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 12, 2020 AC $62.35 @$60.00
June 18, 2020 BO $59.25 @$60.00
Nov. 14, 2019 BO $56.99 @$55.00
May 16, 2019 BO $54.14 @$55.00
Nov. 8, 2018 BO $55.65 @$55.00
May 17, 2018 BO $56.49 @$55.00
Nov. 9, 2017 BO $61.85 @$60.00

 
 
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