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: April 30, 2026 BO
OS Projected Window: April 27, 2026 to May 2, 2026
EVR: 2.1
Avg Daily Volume: 1,042,563    Market Cap: 81.2B
Sector: Industrial Goods    Short Interest: 1.04
Live Interactive Chart
Days to Next Earnings: 70 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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
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 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 26, 2023 BO 1.5 $483.26 @$482.50

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