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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Novo Nordisk A/S (NVO) - NYSE Next Earnings Date: May 2, 2024 BO
EVR: 1.5
Avg Daily Volume: 3,686,693    Market Cap: 562.30B
Sector: Healthcare    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Weekly: 6.14%       Expires on: May 3, 2024
Implied Move Monthly: 7.47%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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
May 2, 2024 BO None $0.00 @$126.00 $9.43
($126.16)
7.47% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 31, 2024 BO 1.5 $109.02 @$109.00 $7.50
($109.02)
6.88% 6.51% I 5.24% I $114.74 $7.02
( $114.74 )
-6.4%
Nov. 2, 2023 BO 1.5 $97.68 @$97.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 10, 2023 BO 1.5 $187.60 @$187.50
May 4, 2023 BO 1.4 $167.77 @$170.00
Feb. 1, 2023 BO 1.5 $138.78 @$140.00
Nov. 2, 2022 BO 1.3 $106.43 @$105.00
Aug. 4, 2022 BO 1.1 $99.91 @$100.00
May 4, 2022 BO 1.2 $113.18 @$115.00
Feb. 2, 2022 AC 1.2 $106.59 @$105.00

 
 
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