Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Northern Trust Corporation (NTRS) - NASDAQ Next Earnings Date: OS Estimate: Oct. 23, 2025 BO
OS Projected Window: Oct. 20, 2025 to Oct. 25, 2025
EVR: 2.7
Avg Daily Volume: 1,483,558    Market Cap: 24.1B
Sector: Financial    Short Interest: 1.58
Live Interactive Chart
Days to Next Earnings: 68 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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
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 $7.45
($86.78)
8.76% 6.64% I 2.97% I $89.36 $7.90
( $89.36 )
6.04%
Jan. 23, 2025 BO 2.8 $107.39 @$105.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 25, 2023 BO 2.1 $86.13 @$85.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US