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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NiSource Inc (NI) - NYSE Next Earnings Date: Feb. 11, 2026 BO
EVR: 0.9
Avg Daily Volume: 3,854,350    Market Cap: 21.1B
Sector: Utilities    Short Interest: 2.27
Live Interactive Chart
Days to Next Earnings: 1 Days
Implied Move Monthly: 3.76%       Expires on: Feb. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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
Feb. 11, 2026 BO None $0.00 @$45.00 $1.67
($44.45)
3.76% -None% -None% $0.00 $0.00
( N/A )
None%
Oct. 29, 2025 BO 0.9 $43.39 @$45.00 $2.17
($43.39)
4.82% 3.43% I -2.14% I $42.46 $3.10
( $42.46 )
42.86%
Aug. 6, 2025 BO 0.9 $42.90 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 7, 2025 BO 0.9 $39.36 @$40.00
Feb. 12, 2025 BO 1.0 $38.43 @$40.00
Oct. 30, 2024 BO 1.0 $34.42 @$35.00
Aug. 7, 2024 BO 1.0 $30.94 @$30.00
May 8, 2024 BO 1.0 $29.05 @$30.00
Feb. 21, 2024 BO 1.1 $26.02 @$25.00
Nov. 1, 2023 BO 1.2 $25.16 @$25.00

 
 
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