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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Natera (NTRA) - NASDAQ Next Earnings Date: OS Estimate: Nov. 5, 2025 AC
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 4.8
Avg Daily Volume: 1,515,435    Market Cap: 20.7B
Sector: None    Short Interest: 2.72
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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. 7, 2025 AC 4.5 $141.08 @$140.00 $17.30
($141.08)
12.36% 17.01% O 7.7% I $151.95 $13.75
( $151.95 )
-20.52%
May 8, 2025 AC 4.7 $162.57 @$165.00 $19.10
($162.57)
11.58% -9.18% I -6.53% I $151.95 $14.35
( $151.95 )
-24.87%
Feb. 27, 2025 AC 4.9 $156.61 @$155.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 28, 2024 AC 4.0 $76.55 @$75.00
Nov. 8, 2023 AC 3.7 $41.34 @$40.00
Aug. 3, 2023 AC 3.2 $43.40 @$45.00
May 9, 2023 AC 3.6 $53.00 @$55.00

 
 
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