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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NRG Energy (NRG) - NYSE Next Earnings Date: May 7, 2024 BO
EVR: 2.0
Avg Daily Volume: 4,179,946    Market Cap: 15.06B
Sector: Utilities    Short Interest: 9.31
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Monthly: 8.62%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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 7, 2024 BO None $0.00 @$75.00 $6.28
($72.86)
8.62% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 28, 2024 BO 2.0 $54.04 @$55.00 $3.75
($54.04)
6.82% 3.79% I 1.22% I $54.70 $2.83
( $54.70 )
-24.53%
Nov. 2, 2023 BO 2.0 $43.86 @$44.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 8, 2023 BO 2.0 $37.52 @$38.00
May 4, 2023 BO 1.8 $33.44 @$33.00
Feb. 16, 2023 BO 1.9 $35.83 @$36.00
Nov. 7, 2022 BO 1.9 $44.35 @$44.00
Aug. 4, 2022 BO 1.8 $37.37 @$37.00
May 6, 2022 BO 1.5 $37.71 @$38.00
Feb. 24, 2022 BO 1.5 $36.84 @$37.00

 
 
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