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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Natera (NTRA) - NASDAQ Next Earnings Date: OS Estimate: Aug. 6, 2025 AC
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 4.5
Avg Daily Volume: 1,352,872    Market Cap: 20.5B
Sector: None    Short Interest: 4.45
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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 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 $21.85
($156.61)
14.1% 5.35% I -0.65% I $155.59 $13.15
( $155.59 )
-39.82%
Nov. 12, 2024 AC 4.5 $135.12 @$135.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 28, 2023 AC 3.6 $48.55 @$50.00

 
 
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