Optionslam.com

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

 
NRG Energy (NRG) - NYSE Next Earnings Date: OS Estimate: Aug. 7, 2025 BO
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 3.2
Avg Daily Volume: 3,256,027    Market Cap: 24.3B
Sector: Utilities    Short Interest: 3.14
Live Interactive Chart
Days to Next Earnings: 59 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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
May 12, 2025 BO 2.4 $119.33 @$120.00 $13.85
($119.33)
11.54% 26.38% O 26.21% O $150.61 $32.32
( $150.61 )
133.36%
Feb. 26, 2025 BO 2.1 $102.44 @$100.00 $11.05
($102.44)
11.05% 12.6% O 10.63% I $113.33 $15.60
( $113.33 )
41.18%
Nov. 8, 2024 BO 2.1 $96.40 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 8, 2024 BO 2.1 $72.07 @$70.00
May 7, 2024 BO 2.0 $77.89 @$80.00
Feb. 28, 2024 BO 2.0 $54.04 @$55.00
Nov. 2, 2023 BO 2.0 $43.86 @$44.00
Aug. 8, 2023 BO 2.1 $37.52 @$38.00
May 4, 2023 BO 1.9 $33.44 @$33.00
Feb. 16, 2023 BO 1.9 $35.83 @$36.00

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