Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nike (NKE) - NYSE Next Earnings Date: OS Estimate: March 18, 2026 AC
OS Projected Window: March 16, 2026 to March 21, 2026
EVR: 3.5
Avg Daily Volume: 19,742,152    Market Cap: 90.3B
Sector: Consumer Goods    Short Interest: 2.32
Live Interactive Chart
Days to Next Earnings: 82 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 75
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
Dec. 18, 2025 AC 3.5 $65.63 @$65.00 $6.75
($65.63)
10.38% -11.29% O -10.54% O $58.71 $6.61
( $58.71 )
-2.07%
Sept. 30, 2025 AC 3.8 $69.73 @$70.00 $7.22
($69.73)
10.31% 7.11% I 6.41% I $74.20 $5.30
( $74.20 )
-26.59%
June 26, 2025 AC 3.3 $62.54 @$62.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 20, 2025 AC 3.4 $71.86 @$72.50
Dec. 19, 2024 AC 3.7 $77.10 @$77.50
Oct. 1, 2024 AC 3.6 $89.13 @$89.00
June 27, 2024 AC 3.2 $94.19 @$94.00
March 21, 2024 AC 3.2 $100.82 @$101.00
Dec. 21, 2023 AC 3.1 $122.53 @$123.00
Sept. 28, 2023 AC 3.1 $89.63 @$90.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US