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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nucor Corporation (NUE) - NYSE Next Earnings Date: OS Estimate: July 17, 2024 AC
OS Projected Window: July 15, 2024 to July 20, 2024
EVR: 2.4
Avg Daily Volume: 1,339,228    Market Cap: 46.71B
Sector: Basic Materials    Short Interest: 2.85
Live Interactive Chart
Days to Next Earnings: 82 Days

DMH Warning: This company sometimes reports During Market Hours
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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
April 22, 2024 AC None $191.63 @$192.50 $14.20
($191.63)
7.38% -8.99% O -8.86% O $174.64 $18.25
( $174.64 )
28.52%
Jan. 29, 2024 AC 2.3 $176.64 @$177.50 $11.03
($176.64)
6.21% 7.98% O 6.94% O $188.90 $13.92
( $188.90 )
26.2%
Oct. 24, 2023 BO 2.2 $140.49 @$140.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 25, 2023 BO 2.3 $166.65 @$167.50
April 20, 2023 BO 2.2 $147.61 @$150.00
Jan. 26, 2023 BO 2.1 $156.67 @$157.50
Oct. 20, 2022 BO 2.0 $121.89 @$120.00
July 21, 2022 BO 1.8 $117.75 @$118.00
April 21, 2022 BO 1.5 $169.25 @$170.00
Jan. 27, 2022 BO 1.4 $93.04 @$92.50

 
 
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