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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Norfolk Southern Corporation (NSC) - NYSE Next Earnings Date: OS Estimate: Oct. 22, 2025 BO
OS Projected Window: Oct. 20, 2025 to Oct. 25, 2025
EVR: 2.0
Avg Daily Volume: 2,415,757    Market Cap: 60.1B
Sector: Services    Short Interest: 1.34
Live Interactive Chart
Days to Next Earnings: 81 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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 29, 2025 BO None $286.42 @$287.50 $16.75
($286.42)
5.83% -4.33% I -3.04% I $277.70 $13.90
( $277.70 )
-17.01%
April 23, 2025 BO 2.0 $220.00 @$220.00 $16.55
($220.00)
7.52% 5.09% I 0.88% I $221.95 $13.30
( $221.95 )
-19.64%
Jan. 29, 2025 BO 1.9 $252.32 @$252.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Jan. 26, 2024 BO 1.4 $237.85 @$237.50
Oct. 25, 2023 BO 1.3 $196.24 @$195.00
July 27, 2023 BO 1.3 $236.93 @$237.50
April 26, 2023 BO 1.4 $207.12 @$207.50

 
 
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