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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nelnet (NNI) - NYSE Next Earnings Date: OS Estimate: Nov. 4, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 2.8
Avg Daily Volume: 110,589    Market Cap: 4.7B
Sector: Financial Services    Short Interest: 1.54
Live Interactive Chart
Days to Next Earnings: 86 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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. 6, 2026 AC 2.7 $134.85 @$135.00 $6.00
($134.85)
4.44% -6.71% O -2.51% I $131.46 $4.75
( $131.46 )
-20.83%
May 7, 2026 AC 2.3 $141.36 @$140.00 $10.03
($141.36)
7.16% -17.5% O -13.42% O $122.38 $22.95
( $122.38 )
128.81%
Feb. 26, 2026 AC 2.2 $131.32 @$130.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2025 AC 2.3 $129.80 @$130.00
Aug. 6, 2025 AC 2.3 $125.81 @$125.00
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

 
 
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