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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NNN REIT (NNN) - NYSE Next Earnings Date: OS Estimate: Feb. 10, 2026 BO
OS Projected Window: Feb. 9, 2026 to Feb. 14, 2026
EVR: 1.2
Avg Daily Volume: 1,429,903    Market Cap: 7.7B
Sector: Financial    Short Interest: 2.66
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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
Nov. 4, 2025 BO 1.2 $40.89 @$40.00 $1.97
($40.89)
4.92% -3.49% I -2.61% I $39.82 $0.97
( $39.82 )
-50.76%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 11, 2025 BO 1.1 $38.06 @$40.00
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

 
 
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