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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nelnet (NNI) - NYSE Next Earnings Date: OS Estimate: Feb. 25, 2026 AC
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 2.2
Avg Daily Volume: 115,798    Market Cap: 4.8B
Sector: Financial    Short Interest: 0.85
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
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 $6.05
($125.81)
4.84% 3.65% I -0.23% I $125.52 $2.52
( $125.52 )
-58.35%
May 8, 2025 AC 2.1 $106.37 @$105.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 8, 2023 AC 1.3 $93.94 @$95.00

 
 
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