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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NAPCO Security Technologies (NSSC) - NASDAQ Next Earnings Date: Estimated on May 6, 2024
OS Projected Window: June 3, 2024 to June 8, 2024
EVR: 5.5
Avg Daily Volume: 331,072    Market Cap: 1.50B
Sector: Services    Short Interest: 7.83
Live Interactive Chart
Days to Next Earnings: 10 Days
Implied Move Monthly: 12.70%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 28
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 6, 2024 BO None $0.00 @$45.00 $5.50
($43.32)
12.7% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 5, 2024 BO 5.2 $35.81 @$35.00 $5.40
($35.81)
15.43% 19.6% O 18.82% O $42.55 $8.83
( $42.55 )
63.52%
Nov. 6, 2023 BO 4.9 $18.80 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 7, 2022 BO 4.8 $20.41 @$20.00
Nov. 8, 2021 BO 5.1 $47.98 @$50.00
Sept. 13, 2021 BO 4.9 $37.99 @$40.00
May 10, 2021 BO 5.2 $34.13 @$35.00

 
 
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