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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NNN REIT (NNN) - NYSE Next Earnings Date: Estimated on May 1, 2024
OS Projected Window: May 27, 2024 to June 1, 2024
EVR: 1.0
Avg Daily Volume: 1,085,032    Market Cap: 7.57B
Sector: Financial    Short Interest: 3.22
Live Interactive Chart
Days to Next Earnings: 5 Days
Implied Move Monthly: 4.81%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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
May 1, 2024 BO None $0.00 @$40.00 $1.98
($41.14)
4.81% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 8, 2024 BO 1.1 $39.98 @$40.00 $1.25
($39.98)
3.12% -1.77% I -0.27% I $39.87 $0.88
( $39.87 )
-29.6%
Nov. 1, 2023 BO 1.1 $36.33 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 9, 2023 BO 1.1 $46.95 @$45.00
Aug. 3, 2022 BO 1.1 $46.78 @$45.00
May 3, 2022 BO 1.0 $42.82 @$45.00
Feb. 9, 2022 BO 1.0 $42.90 @$45.00
Nov. 2, 2021 BO 1.0 $45.70 @$45.00
Aug. 3, 2021 BO 1.1 $48.71 @$50.00
May 4, 2021 BO 1.0 $47.01 @$45.00

 
 
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