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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
National Grid Transco (NGG) - NYSE Next Earnings Date: May 14, 2026 AC
EVR: 0.5
Avg Daily Volume: 888,368    Market Cap: 86.9B
Sector: Utilities    Short Interest: 0.1
Live Interactive Chart
Days to Next Earnings: 2 Days
Implied Move Weekly: 4.43%       Expires on: May 15, 2026
Implied Move Monthly: 7.57%       Expires on: June 18, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 26
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
May 14, 2026 AC None $0.00 @$85.00 $6.58
($86.89)
7.57% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 23, 2024 AC 0.5 $61.72 @$60.00
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

 
 
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