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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nomad Foods Limited (NOMD) - NYSE Next Earnings Date: OS Estimate: Feb. 25, 2027 BO
OS Projected Window: Feb. 22, 2027 to Feb. 27, 2027
EVR: 2.3
Avg Daily Volume: 1,228,252    Market Cap: 1.7B
Sector: Consumer Defensive    Short Interest: 1.99
Live Interactive Chart
Days to Next Earnings: 111 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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
Nov. 4, 2026 BO 2.6 $12.25 @$12.50 $0.88
($12.25)
7.04% 2.85% I 2.28% I $12.53 $0.62
( $12.53 )
-29.55%
Aug. 13, 2026 BO 2.5 $11.40 @$12.50 $1.20
($11.40)
9.6% 6.31% I 5.61% I $12.04 $0.50
( $12.04 )
-58.33%
May 7, 2026 BO 2.6 $10.12 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 26, 2026 BO 2.6 $12.33 @$12.50
Nov. 6, 2025 BO 2.4 $11.35 @$12.50
Aug. 6, 2025 BO 2.2 $16.71 @$17.50
May 8, 2025 BO 2.5 $19.13 @$20.00
March 3, 2025 BO 2.4 $18.90 @$20.00
Nov. 14, 2024 BO 2.2 $16.25 @$15.00
Aug. 7, 2024 BO 2.4 $18.50 @$17.50

 
 
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