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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Natera (NTRA) - NASDAQ Next Earnings Date: OS Estimate: Nov. 4, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 4.7
Avg Daily Volume: 1,325,462    Market Cap: 46.1B
Sector: Healthcare    Short Interest: 3.47
Live Interactive Chart
Days to Next Earnings: 86 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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. 6, 2026 AC 4.4 $265.38 @$270.00 $30.45
($265.38)
11.28% 21.71% O 21.37% O $322.10 $53.77
( $322.10 )
76.58%
May 7, 2026 AC 4.2 $219.82 @$220.00 $30.05
($219.82)
13.66% -12.41% I -11.63% I $194.24 $27.82
( $194.24 )
-7.42%
Feb. 26, 2026 AC 4.6 $216.10 @$220.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2025 AC 4.8 $198.48 @$200.00
Aug. 7, 2025 AC 4.5 $141.08 @$140.00
May 8, 2025 AC 4.7 $162.57 @$165.00
Feb. 27, 2025 AC 4.9 $156.61 @$155.00
Nov. 12, 2024 AC 4.5 $135.12 @$135.00
Aug. 8, 2024 AC 4.4 $107.70 @$110.00
May 9, 2024 AC 4.2 $95.55 @$95.00

 
 
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