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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bank of N.T. Butterfield & Son Limited (NTB) - NYSE Next Earnings Date: OS Estimate: July 22, 2024 AC
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 2.0
Avg Daily Volume: 192,557    Market Cap: 1.40B
Sector: None    Short Interest: 0.56
Live Interactive Chart
Days to Next Earnings: 71 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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
April 23, 2024 AC 2.2 $32.03 @$30.00 $2.90
($32.03)
9.67% 5.12% I 5.08% I $33.66 $4.75
( $33.66 )
63.79%
Feb. 12, 2024 AC 2.2 $30.08 @$30.00 $2.67
($30.08)
8.9% -4.48% I -2.02% I $29.47 $2.45
( $29.47 )
-8.24%
Oct. 24, 2023 AC 2.3 $26.13 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2023 AC 2.6 $32.13 @$30.00
April 24, 2023 AC 2.7 $25.76 @$25.00
Feb. 13, 2023 AC 2.4 $32.94 @$35.00
Oct. 31, 2022 AC 2.8 $34.54 @$35.00
July 25, 2022 AC 2.9 $34.53 @$35.00
May 2, 2022 AC 2.9 $32.65 @$35.00
Feb. 14, 2022 AC 2.8 $37.46 @$35.00

 
 
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