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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NAPCO Security Technologies (NSSC) - NASDAQ Next Earnings Date: OS Estimate: Aug. 31, 2026 BO
OS Projected Window: Aug. 31, 2026 to Sept. 5, 2026
EVR: 5.8
Avg Daily Volume: 490,900    Market Cap: 1.3B
Sector: Services    Short Interest: 7.53
Live Interactive Chart
Days to Next Earnings: 59 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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
May 4, 2026 BO 6.0 $46.72 @$45.00 $5.05
($46.72)
11.22% -16.18% O -15.21% O $39.61 $5.38
( $39.61 )
6.53%
Feb. 2, 2026 BO 6.0 $36.89 @$35.00 $4.95
($36.89)
14.14% 12.82% I 11.19% I $41.02 $5.95
( $41.02 )
20.2%
Nov. 3, 2025 BO 5.9 $44.15 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 25, 2025 BO 6.3 $31.70 @$30.00
May 5, 2025 BO 6.1 $23.78 @$25.00
Feb. 3, 2025 BO 5.5 $36.70 @$35.00
Nov. 4, 2024 BO None $0.00 @$40.00
Aug. 26, 2024 BO None $0.00 @$55.00
May 6, 2024 BO 5.9 $42.47 @$40.00
Feb. 5, 2024 BO 5.7 $35.81 @$35.00

 
 
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