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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Northern Trust Corporation (NTRS) - NASDAQ Next Earnings Date: OS Estimate: July 17, 2024 BO
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 2.8
Avg Daily Volume: 1,643,503    Market Cap: 16.96B
Sector: Financial    Short Interest: 1.35
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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
April 16, 2024 BO None $83.71 @$82.50 $6.38
($83.71)
7.73% -5.24% I -4.95% I $79.56 $5.05
( $79.56 )
-20.85%
Jan. 18, 2024 BO 2.9 $82.94 @$82.50 $5.83
($82.94)
7.07% -3.77% I -2.44% I $80.91 $4.42
( $80.91 )
-24.19%
Oct. 18, 2023 BO 2.7 $70.61 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 19, 2023 BO 2.3 $71.70 @$72.50
April 25, 2023 BO 2.1 $86.13 @$85.00
Jan. 19, 2023 BO 1.9 $98.97 @$100.00
Oct. 19, 2022 BO 1.6 $87.61 @$87.50
July 20, 2022 BO 1.6 $101.22 @$100.00
April 26, 2022 BO 1.6 $105.76 @$105.00
Jan. 20, 2022 BO 1.6 $125.84 @$125.00

 
 
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