Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Northrop Grumman Corporation (NOC) - NYSE Next Earnings Date: OS Estimate: July 24, 2025 BO
OS Projected Window: July 21, 2025 to July 26, 2025
EVR: 1.5
Avg Daily Volume: 1,231,737    Market Cap: 70.4B
Sector: Industrial Goods    Short Interest: 1.43
Live Interactive Chart
Days to Next Earnings: 90 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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 22, 2025 BO None $531.33 @$530.00 $35.15
($531.33)
6.63% -15.28% O -12.65% O $464.08 $67.85
( $464.08 )
93.03%
Jan. 30, 2025 BO 1.6 $481.54 @$480.00 $25.70
($481.54)
5.35% -2.45% I 0.38% I $483.37 $20.10
( $483.37 )
-21.79%
Oct. 24, 2024 BO 1.7 $516.40 @$517.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 27, 2023 BO 1.5 $449.09 @$450.00
Jan. 26, 2023 BO 1.5 $463.29 @$465.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US