Optionslam.com

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

 
Norfolk Southern Corporation (NSC) - NYSE Next Earnings Date: OS Estimate: Jan. 27, 2027 BO
OS Projected Window: Jan. 25, 2027 to Jan. 30, 2027
EVR: 1.5
Avg Daily Volume: 892,360    Market Cap: 77.0B
Sector: Industrials    Short Interest: 3.18
Live Interactive Chart
Days to Next Earnings: 83 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 77
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
Oct. 22, 2026 BO 1.7 $328.09 @$330.00 $17.70
($328.09)
5.36% 3.09% I 3.09% I $338.23 $15.38
( $338.23 )
-13.11%
July 23, 2026 BO 1.5 $330.94 @$330.00 $19.80
($330.94)
6.0% 8.35% O 5.32% I $348.55 $24.00
( $348.55 )
21.21%
April 24, 2026 BO 1.7 $321.44 @$320.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 29, 2026 BO 1.8 $284.47 @$285.00
Oct. 23, 2025 AC 2.1 $283.83 @$285.00
July 29, 2025 BO 2.0 $286.42 @$287.50
April 23, 2025 BO 2.0 $220.00 @$220.00
Jan. 29, 2025 BO 1.9 $252.32 @$252.50
Oct. 22, 2024 BO 1.8 $248.16 @$247.50
July 25, 2024 AC 1.5 $222.90 @$225.00

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