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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NN, Inc. (NNBR) - NASDAQ Next Earnings Date: Estimated on Aug. 5, 2021
OS Projected Window: Aug. 2, 2021 to Aug. 11, 2021
EVR: 5.1
Avg Daily Volume: 328,124    Market Cap: 249.64M
Sector: Industrial Goods    Short Interest: 4.33
Live Interactive Chart
Days to Next Earnings: 51 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 31
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
May 6, 2021 AC $7.06 @$7.50 $1.05
($7.06)
14.0% 8.49% I $7.54 $0.75
( $7.54 )
-28.57%
March 12, 2021 BO $7.10 @$7.50 $1.00
($7.10)
13.33% 15.49% O $7.82 $0.75
( $7.82 )
-25.0%
Nov. 6, 2020 BO $5.96 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2020 BO $5.69 @$5.00
May 7, 2020 AC $2.73 @$2.50
March 12, 2020 AC $4.21 @$5.00
Nov. 8, 2019 BO $7.69 @$7.50
Aug. 8, 2019 AC $6.24 @$5.00
May 10, 2019 BO $9.01 @$10.00
March 13, 2019 AC $9.05 @$10.00

 
 
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