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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NatWest Group plc (NWG) - NYSE Next Earnings Date: OS Estimate: July 31, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.8
Avg Daily Volume: 4,005,302    Market Cap: 62.9B
Sector: None    Short Interest: 0.03
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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 1, 2026 BO 1.8 $15.91 @$15.00 $1.55
($15.91)
10.33% -4.39% I -3.33% I $15.38 $1.00
( $15.38 )
-35.48%
Feb. 13, 2026 BO 1.9 $16.33 @$17.50 $1.53
($16.33)
8.74% -4.89% I -1.59% I $16.07 $1.50
( $16.07 )
-1.96%
Oct. 24, 2025 BO 2.0 $14.52 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 25, 2025 BO 2.1 $13.57 @$12.50
May 2, 2025 BO 2.3 $12.77 @$12.50
Feb. 14, 2025 BO 2.5 $11.10 @$10.00
Oct. 25, 2024 BO 2.6 $9.57 @$10.00
July 26, 2024 BO 2.5 $8.82 @$10.00
April 26, 2024 BO 2.4 $7.38 @$7.50
Feb. 16, 2024 BO 2.4 $5.50 @$5.00

 
 
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