Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nelnet (NNI) - NYSE Next Earnings Date: Estimated on Nov. 7, 2022
OS Projected Window: Nov. 7, 2022 to Nov. 12, 2022
EVR: 1.4
Avg Daily Volume: 76,740    Market Cap: 3.01B
Sector: Financial    Short Interest: 4.4
Live Interactive Chart
Days to Next Earnings: 44 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 37
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 Closing Move I/O Close Price Straddle @Trade Price Return
Aug. 8, 2022 AC $93.33 @$95.00 $2.40
($93.33)
2.53% -4.65% O -0.33% I $93.02 $2.50
( $93.02 )
4.17%
May 9, 2022 AC $80.80 @$80.00 $3.88
($80.80)
4.85% 2.62% I -0.3% I $80.55 $3.08
( $80.55 )
-20.62%
Feb. 28, 2022 AC $80.55 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 8, 2021 AC $87.01 @$85.00
Aug. 5, 2021 AC $75.48 @$75.00
May 10, 2021 AC $75.24 @$75.00
Feb. 25, 2021 AC $70.12 @$70.00
Nov. 5, 2020 AC $65.09 @$65.00
Aug. 6, 2020 AC $62.40 @$60.00
May 7, 2020 AC $46.60 @$45.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US