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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nike (NKE) - NYSE Next Earnings Date: OS Estimate: June 28, 2023 AC
OS Projected Window: June 26, 2023 to July 1, 2023
EVR: 3.5
Avg Daily Volume: 6,340,000    Market Cap: 186.67B
Sector: Consumer Goods    Short Interest: 1.09
Live Interactive Chart
Days to Next Earnings: 87 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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, 2023 AC None $125.61 @$126.00 $12.35
($125.61)
9.8% -4.99% I -4.86% I $119.50 $8.89
( $119.50 )
-28.02%
Dec. 20, 2022 AC 3.1 $103.21 @$103.00 $10.77
($103.21)
10.46% 15.47% O 12.17% O $115.78 $14.35
( $115.78 )
33.24%
Sept. 29, 2022 AC 3.0 $95.33 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Sept. 23, 2021 AC 2.9 $159.58 @$160.00
June 24, 2021 AC 2.7 $133.60 @$134.00
March 18, 2021 AC 2.7 $143.17 @$145.00
Dec. 18, 2020 AC 2.6 $137.28 @$135.00

 
 
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