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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Natera, Inc. (NTRA) - NASDAQ Next Earnings Date: OS Estimate: March 9, 2021 AC
OS Projected Window: March 1, 2021 to March 14, 2021
EVR: 5.7
Avg Daily Volume: 705,466    Market Cap: 5.27B
Sector: None    Short Interest: 8.23
Live Interactive Chart
Days to Next Earnings: 101 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
Earnings Date 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 Close Price Straddle @Trade Price Return
Nov. 5, 2020 AC $76.39 @$75.00 $10.88
($76.39)
14.51% 17.85% O $82.08 $11.80
( $82.08 )
8.46%
Aug. 5, 2020 AC $51.20 @$50.00 $6.17
($51.20)
12.34% 10.37% I $55.17 $9.90
( $55.17 )
60.45%
May 6, 2020 AC $35.85 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 26, 2020 AC $34.77 @$35.00
Nov. 6, 2019 AC $36.62 @$35.00
Aug. 7, 2019 AC $27.09 @$25.00
May 9, 2019 AC $17.75 @$17.50
March 12, 2019 AC $16.66 @$17.50
Nov. 8, 2018 AC $20.63 @$20.00
Aug. 8, 2018 AC $23.48 @$22.50

 
 
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