Optionslam.com

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

 
Nomad Foods Limited (NOMD) - NYSE Next Earnings Date: Estimated on May 15, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 2.3
Avg Daily Volume: 520,035    Market Cap: 3.23B
Sector: None    Short Interest: 2.05
Live Interactive Chart
Days to Next Earnings: 20 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 27
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
Feb. 29, 2024 BO 2.3 $18.40 @$17.50 $1.35
($18.40)
7.71% 3.15% I 0.16% I $18.43 $1.02
( $18.43 )
-24.44%
Nov. 9, 2023 BO 2.0 $14.24 @$15.00 $1.05
($14.24)
7.0% 14.32% O 14.11% O $16.25 $1.38
( $16.25 )
31.43%
Aug. 9, 2023 BO 2.1 $17.84 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 10, 2023 BO 2.1 $19.63 @$20.00
Feb. 23, 2023 BO 1.7 $17.49 @$17.50
Nov. 9, 2022 BO 1.9 $15.81 @$15.00
Aug. 10, 2022 BO 1.9 $18.13 @$17.50
May 11, 2022 BO 1.6 $17.97 @$17.50
Feb. 24, 2022 BO 1.7 $24.68 @$25.00
Nov. 4, 2021 BO 1.9 $27.86 @$30.00

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