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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NL Industries (NL) - NYSE Next Earnings Date: OS Estimate: May 1, 2024 AC
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 1.9
Avg Daily Volume: 36,612    Market Cap: 247.10M
Sector: Services    Short Interest: 1.12
Live Interactive Chart
Days to Next Earnings: 5 Days
Implied Move Monthly: 6.63%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 23
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
May 1, 2024 AC None $0.00 @$7.50 $0.53
($7.99)
6.63% -None% I -None% I $0.00 $0.00
( N/A )
None%
March 6, 2024 AC 1.9 $5.30 @$5.00 $0.30
($5.30)
6.0% 4.9% I 3.96% I $5.51 $0.53
( $5.51 )
76.67%
May 3, 2023 AC 2.0 $6.25 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2022 AC 2.0 $9.19 @$10.00
May 4, 2022 AC 2.2 $7.43 @$7.50
March 9, 2022 AC 2.3 $6.71 @$7.50
Nov. 3, 2021 AC 2.3 $5.95 @$5.00
Aug. 4, 2021 AC 2.2 $5.88 @$5.00
May 5, 2021 AC 2.4 $7.70 @$7.50
March 10, 2021 AC 2.4 $6.90 @$7.50

 
 
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