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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Natus Medical Incorporated (NTUS) - N/A Next Earnings Date: N/A
EVR: 3.7
Avg Daily Volume: 227,130    Market Cap: 701.39M
Sector: Health Care    Short Interest: 3.67
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 5
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. 29, 2020 AC $17.80 @$17.50 $2.12
($17.80)
12.11% 6.46% I $18.21 $3.77
( $18.21 )
77.83%
July 30, 2020 AC $21.10 @$20.00 $2.70
($21.10)
13.5% -13.08% I $18.58 $2.10
( $18.58 )
-22.22%
April 30, 2020 AC $24.99 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2020 AC $33.73 @$35.00
Oct. 24, 2019 AC $32.52 @$35.00

 
 
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