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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nelnet (NNI) - NYSE Next Earnings Date: Estimated on Nov. 6, 2023
OS Projected Window: Nov. 6, 2023 to Nov. 11, 2023
EVR: 1.4
Avg Daily Volume: 39,700    Market Cap: 3.33B
Sector: Financial    Short Interest: 1.07
Live Interactive Chart
Days to Next Earnings: 34 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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
Aug. 7, 2023 AC 1.4 $100.35 @$100.00 $2.28
($100.35)
2.28% -3.82% O -3.03% O $97.30 $4.30
( $97.30 )
88.6%
Aug. 8, 2022 AC 1.5 $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 1.7 $80.80 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 28, 2022 AC 1.8 $80.55 @$80.00
Nov. 8, 2021 AC 1.8 $87.01 @$85.00
Aug. 5, 2021 AC 2.1 $75.48 @$75.00
May 10, 2021 AC 2.2 $75.24 @$75.00
Feb. 25, 2021 AC 2.3 $70.12 @$70.00
Nov. 5, 2020 AC 2.5 $65.09 @$65.00
Aug. 6, 2020 AC 2.7 $62.40 @$60.00

 
 
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