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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
National Grid Transco (NGG) - NYSE Next Earnings Date: OS Estimate: May 23, 2024 AC
OS Projected Window: May 20, 2024 to May 25, 2024
EVR: 0.5
Avg Daily Volume: 311,865    Market Cap: 48.73B
Sector: Utilities    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 34 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
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. 9, 2023 AC 0.6 $60.47 @$60.00 $1.70
($60.47)
2.83% 1.02% I 0.84% I $60.98 $2.38
( $60.98 )
40.0%
May 19, 2022 AC 0.7 $75.95 @$75.00 $4.17
($75.95)
5.56% -0.77% I 0.34% I $76.21 $5.10
( $76.21 )
22.3%
Nov. 18, 2021 AC 0.8 $66.17 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 14, 2019 BO 0.9 $56.99 @$55.00
May 16, 2019 BO 0.9 $54.14 @$55.00
Nov. 8, 2018 BO 0.9 $55.65 @$55.00
May 17, 2018 BO 0.8 $56.49 @$55.00

 
 
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