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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NAPCO Security Technologies (NSSC) - NASDAQ Next Earnings Date: Estimated on May 5, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 6.1
Avg Daily Volume: 487,108    Market Cap: 937.0M
Sector: Services    Short Interest: 5.99
Live Interactive Chart
Days to Next Earnings: 10 Days
Implied Move Monthly: 14.27%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 32
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 5, 2025 BO None $0.00 @$22.50 $3.25
($22.77)
14.27% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 3, 2025 BO 5.5 $36.70 @$35.00 $5.75
($36.70)
16.43% -30.49% O -26.62% O $26.93 $8.32
( $26.93 )
44.7%
May 6, 2024 BO 5.9 $42.47 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 5, 2024 BO 5.7 $35.81 @$35.00
Nov. 6, 2023 BO 5.1 $18.80 @$20.00
Aug. 29, 2023 BO 5.2 $22.78 @$22.50
May 8, 2023 BO 4.9 $27.38 @$25.00
Feb. 6, 2023 BO 4.8 $31.14 @$30.00
Aug. 29, 2022 BO 4.8 $25.46 @$25.00
May 9, 2022 BO 5.3 $16.55 @$17.50

 
 
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