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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NiSource Inc (NI) - NYSE Next Earnings Date: OS Estimate: May 1, 2024 BO
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 0.9
Avg Daily Volume: 3,932,839    Market Cap: 11.69B
Sector: Utilities    Short Interest: 1.59
Live Interactive Chart
Days to Next Earnings: 8 Days
Implied Move Monthly: 9.38%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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 1, 2024 BO None $0.00 @$30.00 $2.62
($27.93)
9.38% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 21, 2024 BO 0.9 $26.02 @$25.00 $2.80
($26.02)
11.2% -2.19% I 0.88% I $26.25 $1.60
( $26.25 )
-42.86%
Nov. 1, 2023 BO 1.0 $25.16 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 2, 2023 BO 1.0 $27.48 @$25.00
May 3, 2023 BO 1.1 $27.91 @$30.00
Feb. 22, 2023 BO 1.1 $26.95 @$25.00
Aug. 3, 2022 BO 1.0 $30.10 @$30.00
May 4, 2022 BO 1.0 $28.96 @$29.00
Feb. 23, 2022 BO 1.0 $28.36 @$28.00
Nov. 3, 2021 BO 1.0 $24.74 @$25.00

 
 
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