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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Northrop Grumman Corporation (NOC) - NYSE Next Earnings Date: OS Estimate: Oct. 22, 2026 BO
OS Projected Window: Oct. 19, 2026 to Oct. 24, 2026
EVR: 2.3
Avg Daily Volume: 921,198    Market Cap: 81.2B
Sector: Industrials    Short Interest: 1.64
Live Interactive Chart
Days to Next Earnings: 71 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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
July 21, 2026 BO 2.3 $523.96 @$525.00 $45.35
($523.96)
8.64% -8.57% I -2.22% I $512.29 $40.25
( $512.29 )
-11.25%
April 21, 2026 BO 2.1 $656.98 @$655.00 $47.25
($656.98)
7.21% -7.09% I -6.97% I $611.13 $50.95
( $611.13 )
7.83%
Jan. 27, 2026 BO 2.1 $660.97 @$660.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 21, 2025 BO 2.2 $602.00 @$600.00
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

 
 
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