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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NiSource Inc (NI) - NYSE Next Earnings Date: OS Estimate: Feb. 17, 2027 BO
OS Projected Window: Feb. 15, 2027 to Feb. 20, 2027
EVR: 1.0
Avg Daily Volume: 5,837,116    Market Cap: 21.4B
Sector: Utilities    Short Interest: 3.32
Live Interactive Chart
Days to Next Earnings: 103 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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
Oct. 28, 2026 BO 1.0 $43.60 @$45.00 $2.17
($43.60)
4.82% 2.31% I 0.61% I $43.87 $1.90
( $43.87 )
-12.44%
Aug. 5, 2026 BO 0.9 $44.53 @$45.00 $2.05
($44.53)
4.56% -5.79% O -3.63% I $42.91 $2.42
( $42.91 )
18.05%
May 6, 2026 BO 0.9 $48.19 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 11, 2026 BO 0.9 $44.73 @$45.00
Oct. 29, 2025 BO 0.9 $43.39 @$45.00
Aug. 6, 2025 BO 0.9 $42.90 @$45.00
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

 
 
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