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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
National Grid Transco (NGG) - NYSE Next Earnings Date: Estimated on Nov. 6, 2025
OS Projected Window: Oct. 20, 2025 to Oct. 25, 2025
EVR: 0.5
Avg Daily Volume: 634,830    Market Cap: 73.9B
Sector: Utilities    Short Interest: 0.15
Live Interactive Chart
Days to Next Earnings: 20 Days
Implied Move Monthly: 6.39%       Expires on: Nov. 21, 2025

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Sample Chart


 
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 None $0.00 @$75.00 $4.85
($75.90)
6.39% -None% I -None% I $0.00 $0.00
( N/A )
None%
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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