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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NANO (NNOX) - NASDAQ Next Earnings Date: OS Estimate: Nov. 18, 2025 BO
OS Projected Window: Nov. 17, 2025 to Nov. 22, 2025
EVR: 3.7
Avg Daily Volume: 1,237,551    Market Cap: 223.6M
Sector: None    Short Interest: 10.38
Live Interactive Chart
Days to Next Earnings: 66 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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. 12, 2025 BO 4.0 $4.71 @$5.00 $0.93
($4.71)
18.6% -5.52% I -5.3% I $4.46 $0.95
( $4.46 )
2.15%
May 22, 2025 BO 4.1 $5.24 @$5.00 $0.95
($5.24)
19.0% -8.39% I 0.0% I $5.24 $0.88
( $5.24 )
-7.37%
March 31, 2025 BO 4.4 $5.23 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 21, 2024 BO 4.6 $5.89 @$5.00
Aug. 20, 2024 BO 4.9 $7.24 @$7.50
May 28, 2024 BO 5.0 $8.43 @$7.50
April 1, 2024 BO 5.2 $9.77 @$10.00
Nov. 28, 2023 BO 5.3 $6.31 @$6.50
Aug. 17, 2023 BO 5.2 $9.04 @$10.00
May 22, 2023 BO 5.3 $17.87 @$17.50

 
 
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