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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NN (NNBR) - NASDAQ Next Earnings Date: OS Estimate: March 11, 2026 AC
OS Projected Window: March 9, 2026 to March 14, 2026
EVR: 4.8
Avg Daily Volume: 125,026    Market Cap: 91.8M
Sector: Industrial Goods    Short Interest: 3.55
Live Interactive Chart
Days to Next Earnings: 127 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
Oct. 29, 2025 AC 4.8 $1.90 @$2.50 $0.48
($1.90)
19.2% -17.36% I -14.21% I $1.63 $1.02
( $1.63 )
112.5%
Aug. 6, 2025 AC 5.3 $2.14 @$2.50 $0.28
($2.14)
11.2% 4.2% I 2.8% I $2.20 $2.40
( $2.20 )
757.14%
May 7, 2025 AC 5.2 $1.83 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 5, 2025 AC 5.4 $2.70 @$2.50
Oct. 30, 2024 AC None $3.92 @$5.00
Aug. 7, 2024 AC None $0.00 @$2.50
May 6, 2024 AC None $0.00 @$5.00
March 11, 2024 AC 5.1 $5.07 @$5.00
Nov. 6, 2023 AC 4.9 $2.00 @$2.50
Aug. 3, 2023 AC 4.2 $2.98 @$2.50

 
 
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