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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Northern Trust Corporation (NTRS) - NASDAQ Next Earnings Date: OS Estimate: Oct. 20, 2021 BO
OS Projected Window: Oct. 14, 2021 to Oct. 21, 2021
EVR: 1.7
Avg Daily Volume: 798,092    Market Cap: 15.90B
Sector: Financial    Short Interest: 1.3
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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
July 21, 2021 BO $111.80 @$110.00 $7.38
($111.80)
6.71% 2.57% I $113.60 $6.85
( $113.60 )
-7.18%
April 20, 2021 BO $106.23 @$105.00 $8.00
($106.23)
7.62% 3.06% I $107.37 $6.55
( $107.37 )
-18.13%
Jan. 21, 2021 BO $94.80 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 21, 2020 BO $85.76 @$85.00
July 22, 2020 BO $79.83 @$80.00
April 21, 2020 BO $79.33 @$80.00
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

 
 
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