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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
National Grid Transco (NGG) - NYSE Next Earnings Date: N/A
EVR: 0.5
Avg Daily Volume: 666,622    Market Cap: 77.1B
Sector: Utilities    Short Interest: 0.14
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 25
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
Nov. 6, 2025 AC 0.5 $76.29 @$75.00 $1.30
($76.29)
1.73% 2.16% O 1.91% O $77.75 $3.65
( $77.75 )
180.77%
May 15, 2025 AC 0.5 $70.03 @$70.00 $3.93
($70.03)
5.61% 1.89% I 1.78% I $71.28 $3.47
( $71.28 )
-11.7%
May 23, 2024 AC 0.5 $61.72 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 9, 2023 AC 0.5 $60.47 @$60.00
May 18, 2023 AC 0.6 $69.22 @$70.00
May 19, 2022 AC 0.7 $75.95 @$75.00
Nov. 18, 2021 AC 0.8 $66.17 @$65.00
May 20, 2021 AC 0.9 $67.28 @$65.00
Nov. 12, 2020 AC 0.9 $62.35 @$60.00
June 18, 2020 BO 1.0 $59.25 @$60.00

 
 
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