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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
NatWest Group plc (NWG) - NYSE Next Earnings Date: OS Estimate: April 26, 2024 BO
OS Projected Window: April 22, 2024 to April 27, 2024
EVR: 2.4
Avg Daily Volume: 1,775,202    Market Cap: 27.26B
Sector: None    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 29 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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. 16, 2024 BO 2.4 $5.50 @$5.00 $0.65
($5.50)
13.0% 8.0% I 7.81% I $5.93 $0.70
( $5.93 )
7.69%
Oct. 27, 2023 BO 2.1 $5.08 @$5.00 $0.40
($5.08)
8.0% -13.38% O -12.99% O $4.42 $0.65
( $4.42 )
62.5%
July 28, 2023 BO 2.1 $6.19 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 28, 2023 BO 2.0 $6.97 @$7.50
Feb. 17, 2023 BO 2.0 $7.45 @$7.50
Oct. 28, 2022 BO 1.7 $5.72 @$5.00
July 29, 2022 BO 1.5 $5.71 @$5.00
April 29, 2022 BO 1.5 $5.68 @$5.00
Feb. 18, 2022 BO 1.6 $6.48 @$7.50
Oct. 29, 2021 BO 1.5 $6.44 @$7.50

 
 
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