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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NRG Energy (NRG) - NYSE Next Earnings Date: OS Estimate: Nov. 4, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 3.7
Avg Daily Volume: 2,932,031    Market Cap: 24.9B
Sector: Utilities    Short Interest: 3.63
Live Interactive Chart
Days to Next Earnings: 86 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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. 4, 2026 BO 3.4 $138.47 @$138.00 $15.45
($138.47)
11.2% -18.75% O -15.47% O $117.04 $22.75
( $117.04 )
47.25%
May 6, 2026 BO 3.6 $157.43 @$157.50 $13.30
($157.43)
8.44% -5.35% I -4.31% I $150.64 $11.05
( $150.64 )
-16.92%
Feb. 24, 2026 BO 3.5 $176.52 @$177.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2025 BO 3.6 $173.19 @$172.50
Aug. 6, 2025 BO 3.2 $171.96 @$172.50
May 12, 2025 BO 2.4 $119.33 @$120.00
Feb. 26, 2025 BO 2.1 $102.44 @$100.00
Nov. 8, 2024 BO 2.1 $96.40 @$95.00
Aug. 8, 2024 BO 2.1 $72.07 @$70.00
May 7, 2024 BO 2.0 $77.89 @$80.00

 
 
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