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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nike (NKE) - NYSE Next Earnings Date: OS Estimate: June 26, 2024 AC
OS Projected Window: June 24, 2024 to June 29, 2024
EVR: 3.2
Avg Daily Volume: 10,266,275    Market Cap: 150.24B
Sector: Consumer Goods    Short Interest: 1.58
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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
March 21, 2024 AC 3.2 $100.82 @$101.00 $9.57
($100.82)
9.48% -9.02% I -6.9% I $93.86 $7.42
( $93.86 )
-22.47%
Dec. 21, 2023 AC 3.1 $122.53 @$123.00 $9.75
($122.53)
7.93% -12.3% O -11.82% O $108.04 $14.84
( $108.04 )
52.21%
Sept. 28, 2023 AC 3.1 $89.63 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 29, 2023 AC 3.3 $113.37 @$113.00
March 21, 2023 AC 3.5 $125.61 @$126.00
Dec. 20, 2022 AC 3.1 $103.21 @$103.00
Sept. 29, 2022 AC 3.0 $95.33 @$95.00
June 27, 2022 AC 3.0 $110.50 @$110.00
March 21, 2022 AC 2.9 $130.19 @$130.00
Dec. 20, 2021 AC 3.0 $156.98 @$157.50

 
 
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