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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Northrop Grumman Corporation (NOC) - NYSE Next Earnings Date: Estimated on Jan. 29, 2026
OS Projected Window: Jan. 26, 2026 to Jan. 31, 2026
EVR: 2.1
Avg Daily Volume: 741,716    Market Cap: 81.2B
Sector: Industrial Goods    Short Interest: 1.04
Live Interactive Chart
Days to Next Earnings: 51 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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
Oct. 21, 2025 BO 2.2 $602.00 @$600.00 $40.70
($602.00)
6.78% -5.08% I -0.44% I $599.35 $32.45
( $599.35 )
-20.27%
July 22, 2025 BO 1.9 $515.29 @$515.00 $32.20
($515.29)
6.25% 10.05% O 9.41% O $563.79 $53.03
( $563.79 )
64.69%
April 22, 2025 BO 1.5 $531.33 @$530.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 30, 2025 BO 1.6 $481.54 @$480.00
Oct. 24, 2024 BO 1.7 $516.40 @$517.50
July 25, 2024 BO 1.5 $442.12 @$440.00
April 25, 2024 BO 1.6 $474.57 @$475.00
Jan. 25, 2024 BO 1.4 $463.92 @$465.00
Oct. 26, 2023 BO 1.5 $483.26 @$482.50
July 27, 2023 BO 1.4 $457.16 @$457.50

 
 
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