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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Natera (NTRA) - NASDAQ Next Earnings Date: OS Estimate: May 8, 2024 AC
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 4.2
Avg Daily Volume: 1,447,762    Market Cap: 10.69B
Sector: None    Short Interest: 6.94
Live Interactive Chart
Days to Next Earnings: 23 Days

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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
Feb. 28, 2024 AC 4.0 $76.55 @$75.00 $7.88
($76.55)
10.51% 18.35% O 12.98% O $86.49 $12.65
( $86.49 )
60.53%
Nov. 8, 2023 AC 3.7 $41.34 @$40.00 $6.17
($41.34)
15.43% 17.53% O 9.79% I $45.39 $5.92
( $45.39 )
-4.05%
Aug. 3, 2023 AC 3.2 $43.40 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2023 AC 3.6 $53.00 @$55.00
Feb. 28, 2023 AC 3.6 $48.55 @$50.00
Nov. 8, 2022 AC 3.3 $42.44 @$40.00
Aug. 4, 2022 AC 3.5 $50.99 @$50.00
May 5, 2022 AC 3.9 $34.10 @$35.00
Feb. 24, 2022 AC 4.5 $65.23 @$65.00
Nov. 4, 2021 AC 4.9 $110.67 @$110.00

 
 
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