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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Northrop Grumman Corporation (NOC) - NYSE Next Earnings Date: OS Estimate: April 25, 2024 BO
OS Projected Window: April 22, 2024 to April 27, 2024
EVR: 1.6
Avg Daily Volume: 825,481    Market Cap: 70.33B
Sector: Industrial Goods    Short Interest: 1.38
Live Interactive Chart
Days to Next Earnings: 28 Days
Implied Move Weekly: 4.77%       Expires on: April 26, 2024
Implied Move Monthly: 6.00%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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 25, 2024 BO None $0.00 @$480.00 $27.80
($478.66)
5.81% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 25, 2024 BO 1.4 $463.92 @$465.00 $21.55
($463.92)
4.63% -8.17% O -6.33% O $434.55 $30.67
( $434.55 )
42.32%
Oct. 26, 2023 BO 1.5 $483.26 @$482.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 BO 1.4 $457.16 @$457.50
April 27, 2023 BO 1.5 $449.09 @$450.00
Jan. 26, 2023 BO 1.5 $463.29 @$465.00
Oct. 27, 2022 BO 1.5 $530.99 @$530.00
July 28, 2022 BO 1.6 $445.81 @$445.00
April 28, 2022 BO 1.7 $439.77 @$440.00
Jan. 27, 2022 BO 1.5 $403.23 @$402.50

 
 
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