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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NiSource Inc (NI) - NYSE Next Earnings Date: OS Estimate: Aug. 5, 2025 BO
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 0.9
Avg Daily Volume: 4,340,968    Market Cap: 18.6B
Sector: Utilities    Short Interest: 2.55
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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 7, 2025 BO 0.9 $39.36 @$40.00 $1.88
($39.36)
4.7% 3.48% I 2.84% I $40.48 $0.97
( $40.48 )
-48.4%
Feb. 12, 2025 BO 1.0 $38.43 @$40.00 $1.45
($38.43)
3.62% -2.23% I 0.96% I $38.80 $1.67
( $38.80 )
15.17%
Oct. 30, 2024 BO 1.0 $34.42 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 2, 2023 BO 1.2 $27.48 @$25.00
May 3, 2023 BO 1.3 $27.91 @$30.00
Feb. 22, 2023 BO 1.3 $26.95 @$25.00

 
 
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