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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NLI Holdings (NL) - NYSE Next Earnings Date: OS Estimate: March 10, 2027 AC
OS Projected Window: March 8, 2027 to March 13, 2027
EVR: 2.4
Avg Daily Volume: 19,070    Market Cap: 347.7M
Sector: Industrials    Short Interest: 0.24
Live Interactive Chart
Days to Next Earnings: 124 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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
Nov. 5, 2026 AC 2.3 $7.10 @$7.50 $1.10
($7.10)
14.67% 9.29% I 0.42% I $7.13 $0.70
( $7.13 )
-36.36%
Aug. 5, 2026 AC 2.2 $5.75 @$5.00 $0.82
($5.75)
16.4% 10.26% I 9.56% I $6.30 $1.30
( $6.30 )
58.54%
May 6, 2026 AC 2.3 $5.92 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 9, 2026 AC 2.3 $6.12 @$5.00
Nov. 6, 2025 AC 2.4 $5.85 @$4.79
Aug. 6, 2025 AC 2.1 $5.70 @$5.00
May 7, 2025 AC 2.1 $9.07 @$10.00
March 6, 2025 AC 1.8 $6.93 @$7.50
March 6, 2024 AC 1.9 $5.30 @$5.00
Nov. 2, 2023 AC 2.0 $4.70 @$5.00

 
 
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