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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NiSource Inc (NI) - NYSE Next Earnings Date: OS Estimate: Aug. 4, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 0.9
Avg Daily Volume: 4,888,441    Market Cap: 23.0B
Sector: Utilities    Short Interest: 2.31
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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 6, 2026 BO 0.9 $48.19 @$50.00 $2.15
($48.19)
4.3% -2.57% I -1.41% I $47.51 $2.40
( $47.51 )
11.63%
Feb. 11, 2026 BO 0.9 $44.73 @$45.00 $1.43
($44.73)
3.18% 1.98% I -0.15% I $44.66 $1.20
( $44.66 )
-16.08%
Oct. 29, 2025 BO 0.9 $43.39 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 8, 2024 BO 1.0 $29.05 @$30.00
Feb. 21, 2024 BO 1.1 $26.02 @$25.00

 
 
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