Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nevro Corp. (NVRO) - NYSE Next Earnings Date: Estimated on May 7, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 4.7
Avg Daily Volume: 427,661    Market Cap: 499.74M
Sector: Healthcare    Short Interest: 20.02
Live Interactive Chart
Days to Next Earnings: 18 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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
Feb. 21, 2024 AC 4.6 $16.59 @$17.50 $2.75
($16.59)
15.71% -13.74% I -0.48% I $16.51 $2.20
( $16.51 )
-20.0%
Nov. 1, 2023 AC 4.6 $14.60 @$15.00 $2.12
($14.60)
14.13% 10.27% I 2.53% I $14.97 $1.40
( $14.97 )
-33.96%
Aug. 1, 2023 AC 4.0 $24.67 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 26, 2023 AC 3.8 $34.59 @$35.00
Feb. 16, 2023 AC 3.7 $39.51 @$40.00
Nov. 2, 2022 AC 3.9 $36.70 @$35.00
Aug. 3, 2022 AC 4.1 $47.42 @$45.00
May 4, 2022 AC 4.0 $62.87 @$65.00
Feb. 23, 2022 AC 4.1 $64.43 @$65.00
Nov. 8, 2021 AC 4.3 $108.94 @$110.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US