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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nike, Inc. (NKE) - NYSE Next Earnings Date: OS Estimate: Dec. 17, 2020 AC
OS Projected Window: Dec. 19, 2020 to Dec. 22, 2020
EVR: 2.6
Avg Daily Volume: 6,601,282    Market Cap: 168.48B
Sector: Consumer Goods    Short Interest: 1.07
Live Interactive Chart
Days to Next Earnings: 50 Days
Current 7 Day Implied Movement: 3.01%       Theoretical Expires in 7 days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
Earnings Date 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 Close Price Straddle @Trade Price Return
Sept. 22, 2020 AC $116.87 @$117.00 $9.50
($116.87)
8.12% 11.55% O $127.11 $12.14
( $127.11 )
27.79%
June 25, 2020 AC $101.40 @$101.00 $8.60
($101.40)
8.51% -7.72% I $93.67 $9.06
( $93.67 )
5.35%
March 24, 2020 AC $72.33 @$72.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 19, 2019 AC $101.15 @$101.00
Sept. 24, 2019 AC $87.18 @$87.00
June 27, 2019 AC $83.66 @$82.50
March 21, 2019 AC $88.01 @$88.00
Dec. 20, 2018 AC $67.53 @$67.50
Sept. 25, 2018 AC $84.79 @$85.00
June 28, 2018 AC $71.70 @$71.50

 
 
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