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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Northern Trust Corporation (NTRS) - NASDAQ Next Earnings Date: OS Estimate: Jan. 20, 2021 BO
OS Projected Window: Jan. 17, 2021 to Jan. 24, 2021
EVR: 2.1
Avg Daily Volume: 970,426    Market Cap: 15.90B
Sector: Financial    Short Interest: 3.0
Live Interactive Chart
Days to Next Earnings: 51 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
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
Oct. 21, 2020 BO $85.76 @$85.00 $7.50
($85.76)
8.82% 5.48% I $85.77 $6.93
( $85.77 )
-7.6%
July 22, 2020 BO $79.83 @$80.00 $7.50
($79.83)
9.38% -9.0% I $75.62 $7.25
( $75.62 )
-3.33%
April 21, 2020 BO $79.33 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 22, 2020 BO $108.57 @$110.00
Oct. 23, 2019 BO $97.51 @$97.50
July 24, 2019 BO $95.01 @$95.00
April 23, 2019 BO $91.87 @$90.00
Jan. 23, 2019 BO $90.53 @$90.00
Oct. 17, 2018 BO $99.38 @$100.00
July 18, 2018 BO $105.74 @$105.00

 
 
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