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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NNN REIT (NNN) - NYSE Next Earnings Date: Estimated on July 31, 2025
OS Projected Window: Aug. 18, 2025 to Aug. 23, 2025
EVR: 1.2
Avg Daily Volume: 1,014,670    Market Cap: 7.8B
Sector: Financial    Short Interest: 2.98
Live Interactive Chart
Days to Next Earnings: 51 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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, 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 $2.12
($38.06)
5.3% 6.72% O 5.72% O $40.24 $0.98
( $40.24 )
-53.77%
Oct. 31, 2024 BO 1.0 $45.98 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 2, 2022 BO 1.1 $42.28 @$40.00

 
 
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