Optionslam.com

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

 
NNN REIT (NNN) - NYSE Next Earnings Date: OS Estimate: Oct. 29, 2025 BO
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 1.2
Avg Daily Volume: 1,348,114    Market Cap: 7.8B
Sector: Financial    Short Interest: 2.47
Live Interactive Chart
Days to Next Earnings: 76 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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. 5, 2025 BO 1.2 $43.05 @$45.00 $2.05
($43.05)
4.56% -2.62% I -2.48% I $41.98 $3.00
( $41.98 )
46.34%
May 1, 2025 BO 1.2 $41.11 @$40.00 $1.98
($41.11)
4.95% 1.65% I 0.29% I $41.23 $2.32
( $41.23 )
17.17%
Feb. 11, 2025 BO 1.1 $38.06 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 31, 2024 BO 1.0 $45.98 @$45.00
May 1, 2024 BO 1.0 $40.53 @$40.00
Feb. 8, 2024 BO 1.0 $39.98 @$40.00
Nov. 1, 2023 BO 1.0 $36.33 @$35.00
Aug. 2, 2023 BO 0.9 $42.44 @$40.00
May 2, 2023 BO 1.1 $43.26 @$45.00
Feb. 9, 2023 BO 1.1 $46.95 @$45.00

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