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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Northern Trust Corporation (NTRS) - NASDAQ Next Earnings Date: April 21, 2026 BO
EVR: 2.4
Avg Daily Volume: 1,151,893    Market Cap: 27.7B
Sector: Financial    Short Interest: 0.93
Live Interactive Chart
Days to Next Earnings: 39 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 73
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
Jan. 22, 2026 BO 2.4 $144.42 @$145.00 $8.50
($144.42)
5.86% 9.12% O 6.02% O $153.12 $10.38
( $153.12 )
22.12%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 22, 2025 BO 2.7 $86.78 @$85.00
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

 
 
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