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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NN (NNBR) - NASDAQ Next Earnings Date: OS Estimate: Aug. 5, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 4.8
Avg Daily Volume: 1,504,986    Market Cap: 116.4M
Sector: Industrial Goods    Short Interest: 3.89
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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 6, 2026 AC 4.5 $2.52 @$2.50 $0.30
($2.52)
12.0% 18.65% O 9.52% I $2.76 $0.45
( $2.76 )
50.0%
March 4, 2026 AC 4.8 $1.53 @$2.50 $0.90
($1.53)
36.0% 6.53% I -5.22% I $1.45 $0.93
( $1.45 )
3.33%
Oct. 29, 2025 AC 4.8 $1.90 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2025 AC 5.3 $2.14 @$2.50
May 7, 2025 AC 5.2 $1.83 @$2.50
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

 
 
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