Optionslam.com

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

 
NRG Energy (NRG) - NYSE Next Earnings Date: OS Estimate: May 6, 2026 BO
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 3.6
Avg Daily Volume: 3,063,760    Market Cap: 31.4B
Sector: Utilities    Short Interest: 1.91
Live Interactive Chart
Days to Next Earnings: 27 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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
Feb. 24, 2026 BO 3.5 $176.52 @$177.50 $21.15
($176.52)
11.92% -7.22% I 4.25% I $184.03 $18.10
( $184.03 )
-14.42%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 28, 2024 BO 2.0 $54.04 @$55.00
Nov. 2, 2023 BO 2.0 $43.86 @$44.00

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