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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Norfolk Southern Corporation (NSC) - NYSE Next Earnings Date: OS Estimate: Oct. 21, 2026 BO
OS Projected Window: Oct. 19, 2026 to Oct. 24, 2026
EVR: 1.7
Avg Daily Volume: 1,128,465    Market Cap: 75.1B
Sector: Industrials    Short Interest: 3.68
Live Interactive Chart
Days to Next Earnings: 73 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 76
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
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 $16.45
($321.44)
5.14% -0.99% I -0.53% I $319.71 $13.15
( $319.71 )
-20.06%
Jan. 29, 2026 BO 1.8 $284.47 @$285.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 24, 2024 BO 1.4 $245.03 @$245.00

 
 
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