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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nelnet (NNI) - NYSE Next Earnings Date: Estimated on Aug. 8, 2024
OS Projected Window: Aug. 5, 2024 to Aug. 10, 2024
EVR: 1.5
Avg Daily Volume: 90,708    Market Cap: 3.51B
Sector: Financial    Short Interest: 2.01
Live Interactive Chart
Days to Next Earnings: 13 Days
Implied Move Monthly: 4.48%       Expires on: Aug. 16, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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. 8, 2024 AC None $0.00 @$115.00 $5.05
($112.69)
4.48% -None% I -None% I $0.00 $0.00
( N/A )
None%
May 9, 2024 AC 1.2 $98.55 @$100.00 $3.88
($98.55)
3.88% 11.37% O 10.79% O $109.19 $11.65
( $109.19 )
200.26%
Feb. 27, 2024 AC 1.1 $88.73 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 8, 2022 AC 1.5 $93.33 @$95.00
May 9, 2022 AC 1.7 $80.80 @$80.00
Feb. 28, 2022 AC 1.8 $80.55 @$80.00

 
 
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