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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nelnet (NNI) - NYSE Next Earnings Date: OS Estimate: Aug. 19, 2025 AC
OS Projected Window: Aug. 18, 2025 to Aug. 23, 2025
EVR: 2.3
Avg Daily Volume: 66,753    Market Cap: 4.1B
Sector: Financial    Short Interest: 0.71
Live Interactive Chart
Days to Next Earnings: 59 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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 8, 2025 AC 2.1 $106.37 @$105.00 $10.05
($106.37)
9.57% 8.88% I 5.92% I $112.67 $8.00
( $112.67 )
-20.4%
Feb. 27, 2025 AC 1.8 $111.97 @$110.00 $3.95
($111.97)
3.59% 9.77% O 9.3% O $122.39 $12.55
( $122.39 )
217.72%
Nov. 7, 2024 AC 1.5 $122.72 @$125.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 8, 2023 AC 1.3 $93.94 @$95.00
Feb. 28, 2023 AC 1.4 $93.87 @$95.00
Nov. 7, 2022 AC 1.4 $89.57 @$90.00

 
 
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