Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NAPCO Security Technologies (NSSC) - NASDAQ Next Earnings Date: OS Estimate: Nov. 3, 2025 BO
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 5.9
Avg Daily Volume: 333,856    Market Cap: 1.4B
Sector: Services    Short Interest: 7.99
Live Interactive Chart
Days to Next Earnings: 49 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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
Aug. 25, 2025 BO 6.3 $31.70 @$30.00 $4.28
($31.70)
14.27% 12.8% I 6.11% I $33.64 $4.47
( $33.64 )
4.44%
May 5, 2025 BO 6.1 $23.78 @$25.00 $2.98
($23.78)
11.92% 16.61% O 3.65% I $24.65 $2.98
( $24.65 )
0.0%
Feb. 3, 2025 BO 5.5 $36.70 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US