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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Novo Nordisk A/S (NVO) - NYSE Next Earnings Date: OS Estimate: Feb. 4, 2021 BO
OS Projected Window: Jan. 29, 2021 to Feb. 3, 2021
EVR: 1.3
Avg Daily Volume: 1,085,342    Market Cap: 155.57B
Sector: Healthcare    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 66 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 28
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. 30, 2020 BO $66.33 @$67.50 $4.48
($66.33)
6.64% -4.68% I $63.89 $4.95
( $63.89 )
10.49%
Aug. 6, 2020 BO $65.09 @$65.00 $3.33
($64.59)
5.12% -2.79% I $63.69 $2.88
( $63.20 )
-13.51%
May 6, 2020 BO $63.13 @$62.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 5, 2020 BO $61.59 @$62.50
Nov. 1, 2019 BO $55.22 @$55.00
Aug. 9, 2019 BO $50.67 @$50.00
May 3, 2019 BO $48.87 @$49.00
Feb. 1, 2019 BO $47.02 @$47.00
Nov. 1, 2018 BO $43.18 @$43.00
Aug. 8, 2018 BO $50.23 @$50.00

 
 
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