Optionslam.com

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

 
Neptune Insurance Holdings Inc. (NP) - NYSE Next Earnings Date: Estimated on March 26, 2026
EVR: 2.4
Avg Daily Volume: 315,497    Market Cap: 561.90M
Sector: Consumer Goods    Short Interest: 4.51
Live Interactive Chart
Days to Next Earnings: 44 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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
Aug. 3, 2022 AC None $0.00 @$30.00 $5.98
($32.00)
18.69% -None% -None% $0.00 $0.00
( N/A )
None%
May 4, 2022 AC 2.4 $37.73 @$40.00 $3.90
($37.73)
9.75% 5.22% I -0.84% I $37.41 $3.50
( $37.41 )
-10.26%
Feb. 16, 2022 AC 2.4 $47.78 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 2, 2021 AC 2.4 $54.08 @$55.00
Aug. 4, 2021 AC 2.3 $49.48 @$50.00
May 5, 2021 AC 2.7 $56.23 @$55.00
Feb. 17, 2021 AC 2.8 $56.97 @$55.00
Nov. 3, 2020 AC 2.7 $39.79 @$40.00
Aug. 4, 2020 AC 2.7 $45.58 @$45.00
May 8, 2020 AC 2.7 $49.21 @$50.00

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