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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NRG Energy (NRG) - NYSE Next Earnings Date: OS Estimate: Feb. 25, 2026 BO
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 3.5
Avg Daily Volume: 1,958,276    Market Cap: 33.4B
Sector: Utilities    Short Interest: 2.17
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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. 6, 2025 BO 3.6 $173.19 @$172.50 $17.70
($173.19)
10.26% -4.75% I -1.78% I $170.10 $13.95
( $170.10 )
-21.19%
Aug. 6, 2025 BO 3.2 $171.96 @$172.50 $14.95
($171.96)
8.67% -15.67% O -13.6% O $148.56 $23.35
( $148.56 )
56.19%
May 12, 2025 BO 2.4 $119.33 @$120.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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