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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Northern Trust Corporation (NTRS) - NASDAQ Next Earnings Date: Estimated on Jan. 22, 2026
OS Projected Window: Jan. 19, 2026 to Jan. 24, 2026
EVR: 2.4
Avg Daily Volume: 1,081,078    Market Cap: 24.6B
Sector: Financial    Short Interest: 1.33
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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
Oct. 22, 2025 BO 2.7 $128.52 @$130.00 $10.30
($128.52)
7.92% -4.46% I -2.36% I $125.48 $8.95
( $125.48 )
-13.11%
July 23, 2025 BO 2.7 $126.53 @$125.00 $7.83
($126.53)
6.26% -5.95% I -1.81% I $124.23 $5.47
( $124.23 )
-30.14%
April 22, 2025 BO 2.7 $86.78 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 23, 2025 BO 2.8 $107.39 @$105.00
Oct. 23, 2024 BO 2.8 $95.79 @$95.00
July 17, 2024 BO 2.7 $90.76 @$90.00
April 16, 2024 BO 2.8 $83.71 @$82.50
Jan. 18, 2024 BO 2.9 $82.94 @$82.50
Oct. 18, 2023 BO 2.7 $70.61 @$70.00
July 19, 2023 BO 2.3 $71.70 @$72.50

 
 
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