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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Northrop Grumman Corporation (NOC) - NYSE Next Earnings Date: April 21, 2026 BO
EVR: 2.1
Avg Daily Volume: 812,263    Market Cap: 99.7B
Sector: Industrial Goods    Short Interest: 1.52
Live Interactive Chart
Days to Next Earnings: 7 Days
Implied Move Monthly: 7.85%       Expires on: May 15, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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 21, 2026 BO None $0.00 @$680.00 $50.85
($680.13)
7.48% -None% -None% $0.00 $0.00
( N/A )
None%
Jan. 27, 2026 BO 2.1 $660.97 @$660.00 $40.75
($660.97)
6.17% -3.77% I 2.68% I $678.74 $39.50
( $678.74 )
-3.07%
Oct. 21, 2025 BO 2.2 $602.00 @$600.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 22, 2025 BO 1.9 $515.29 @$515.00
April 22, 2025 BO 1.5 $531.33 @$530.00
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

 
 
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