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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nelnet (NNI) - NYSE Next Earnings Date: Estimated on May 7, 2026
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 2.3
Avg Daily Volume: 137,889    Market Cap: 4.8B
Sector: Financial    Short Interest: 0.85
Live Interactive Chart
Days to Next Earnings: 43 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
Feb. 26, 2026 AC 2.2 $131.32 @$130.00 $7.50
($131.32)
5.77% -6.82% O -1.41% I $129.46 $5.75
( $129.46 )
-23.33%
Nov. 6, 2025 AC 2.3 $129.80 @$130.00 $10.10
($129.80)
7.77% 5.3% I 2.21% I $132.68 $7.45
( $132.68 )
-26.24%
Aug. 6, 2025 AC 2.3 $125.81 @$125.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2025 AC 2.1 $106.37 @$105.00
Feb. 27, 2025 AC 1.8 $111.97 @$110.00
Nov. 7, 2024 AC 1.5 $122.72 @$125.00
May 9, 2024 AC 1.2 $98.55 @$100.00
Feb. 27, 2024 AC 1.1 $88.73 @$90.00
Nov. 7, 2023 AC 1.2 $87.42 @$85.00
Aug. 7, 2023 AC 1.1 $100.35 @$100.00

 
 
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