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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NN, Inc. (NNBR) - NASDAQ Next Earnings Date: OS Estimate: March 10, 2021 AC
OS Projected Window: March 3, 2021 to March 14, 2021
EVR: 5.4
Avg Daily Volume: 238,933    Market Cap: 249.64M
Sector: Industrial Goods    Short Interest: 9.76
Live Interactive Chart
Days to Next Earnings: 102 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 29
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. 6, 2020 BO $5.96 @$5.00 $1.30
($5.96)
26.0% -5.36% I $5.65 $0.97
( $5.65 )
-25.38%
Aug. 7, 2020 BO $5.69 @$5.00 $1.38
($5.69)
27.6% 10.54% I $6.13 $1.25
( $6.13 )
-9.42%
May 7, 2020 AC $2.73 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 7, 2018 AC $12.30 @$12.50
Aug. 8, 2018 AC $21.30 @$22.50

 
 
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