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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Natus Medical Incorporated (NTUS) - N/A Next Earnings Date: Estimated on Aug. 5, 2021
EVR: 3.1
Avg Daily Volume: 183,235    Market Cap: 701.39M
Sector: Health Care    Short Interest: 4.38
Live Interactive Chart
Days to Next Earnings: 51 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 7
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
May 6, 2021 AC $25.55 @$25.00 $4.33
($25.55)
17.32% 5.36% I $26.62 $4.67
( $26.62 )
7.85%
Feb. 25, 2021 AC $26.04 @$25.00 $2.80
($26.04)
11.2% 2.57% I $25.91 $4.32
( $25.91 )
54.29%
Oct. 29, 2020 AC $17.80 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 30, 2020 AC $21.10 @$20.00
April 30, 2020 AC $24.99 @$25.00
Feb. 6, 2020 AC $33.73 @$35.00
Oct. 24, 2019 AC $32.52 @$35.00

 
 
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