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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NNN REIT (NNN) - NYSE Next Earnings Date: OS Estimate: Aug. 18, 2026 BO
OS Projected Window: Aug. 17, 2026 to Aug. 22, 2026
EVR: 1.0
Avg Daily Volume: 1,711,419    Market Cap: 8.3B
Sector: Financial    Short Interest: 3.12
Live Interactive Chart
Days to Next Earnings: 98 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
April 30, 2026 BO 1.1 $43.52 @$45.00 $1.78
($43.52)
3.96% -1.65% I 0.62% I $43.79 $1.62
( $43.79 )
-8.99%
Feb. 11, 2026 BO 1.2 $43.31 @$45.00 $2.10
($43.31)
4.67% -1.24% I -0.53% I $43.08 $1.85
( $43.08 )
-11.9%
Nov. 4, 2025 BO 1.2 $40.89 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2025 BO 1.2 $43.05 @$45.00
May 1, 2025 BO 1.2 $41.11 @$40.00
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

 
 
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