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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Norfolk Southern Corporation (NSC) - NYSE Next Earnings Date: OS Estimate: July 24, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 1.4
Avg Daily Volume: 1,094,573    Market Cap: 57.56B
Sector: Services    Short Interest: 0.92
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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
April 24, 2024 BO None $245.03 @$245.00 $14.90
($245.03)
6.08% -5.25% I -3.59% I $236.22 $15.50
( $236.22 )
4.03%
Jan. 26, 2024 BO 1.4 $237.85 @$237.50 $12.15
($237.85)
5.12% -4.46% I -1.5% I $234.26 $10.35
( $234.26 )
-14.81%
Oct. 25, 2023 BO 1.3 $196.24 @$195.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 27, 2023 BO 1.3 $236.93 @$237.50
April 26, 2023 BO 1.4 $207.12 @$207.50
Jan. 25, 2023 BO 1.3 $255.88 @$255.00
Oct. 26, 2022 BO 1.3 $215.77 @$215.00
July 27, 2022 BO 1.4 $244.61 @$245.00
April 27, 2022 BO 1.4 $254.64 @$255.00
Jan. 26, 2022 BO 1.4 $274.81 @$275.00

 
 
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