Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nielsen N.V. (NLSN) - NYSE Next Earnings Date: OS Estimate: Feb. 11, 2021 BO
OS Projected Window: Jan. 27, 2021 to Feb. 21, 2021
EVR: 2.6
Avg Daily Volume: 3,946,277    Market Cap: 5.51B
Sector: Technology    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 73 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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
Nov. 5, 2020 BO $14.03 @$14.00 $1.08
($13.98)
7.71% 2.42% I $14.13 $0.98
( $14.08 )
-9.26%
Aug. 5, 2020 BO $14.64 @$15.00 $1.77
($14.58)
11.8% 7.78% I $15.01 $1.10
( $14.95 )
-37.85%
April 30, 2020 BO $13.96 @$14.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2020 BO $20.29 @$20.00
Nov. 7, 2019 BO $20.09 @$20.00
July 31, 2019 BO $22.90 @$23.00
April 30, 2019 BO $25.35 @$25.00
Feb. 28, 2019 BO $25.35 @$25.00
Oct. 25, 2018 BO $25.57 @$26.00
July 26, 2018 BO $29.57 @$30.00

 
 
[hide] [show]
Strategy Test
  • Main
  • Statistics
     
    My Account
  • Log In
  • Join US